My condolences to you on the death of your father. I lost a loved one many years ago and I dream all the time that she's not really dead so it is highly likely that now that your father has moved on to another plane you will receive a variety of messages in the form of dreams that may seem to be about him or about other aspects of your life for the rest of your life.
Not having read the other replies to your dream, it could mean (and this is just my take on it)that not only is there "unfinished business" in completing the tasks needed to move forward in your lives, there is an innate disbelief that he is actually gone.
If you believe in this sort of thing, it could be a comfort to you. A sign that while he may not be here physically with you, he is not really gone. Still since you are basically "reliving" the experience of his dying again in this dream, it can be a bit discomforting--So there is a task at hand that you have yet to complete but will--so it's prophetic in a sense.
Now, if you dream this same type of dream again or dream of your father again as time passes, (the chances are that this may happen because the subconscious has a way of adjusting the impact of loss for us) You could look at it as your own signal of needing to complete something or to look wisely at any situation you are currently in, or about to undergo.
Then this can mean, that trusting your intuition is needed in a given situation.
I hope this is helpful to you.