It's natural to be scared. My #1 fear about transitioning was that the people I love would reject me. It does happen to some folks, unfortunately, but it doesn't sound like your dad is apt to do that. Still, no matter how much you "know" he loves you, it's still a huge step to tell him that you're not the person he thinks you are, and it can feel like stepping off a cliff.
I wish you the best, and I bet it goes just fine.