I definitely believe this was your Dad's parting gift - who say dreams can't come true? If a baby wants to stick, nothing you can really do will alter that, so try not to worry too much about getting upset. If the grief feels like it's overtaking you at the funeral, then think about what's in your tummy totry and help you through - yours/your H's and your Dad's secret (he's looking down on you so he knows). I hope this is your happiness at the end of what has been a pretty horrendous time for you. As others have said, get yourself onto the 1st tri thread with lots of other ladies who are feeling lots of the same feelings with regards to first tri nerves/uncertainty.
Also, I found this article which may be of help to you:
http://www.pregnancymagazine.com/you/dealing-with-grief-during-pregnancy
Lots of love to you 
Mummy to Jemima - January 2011 - 10 weeks early at exactly 30 weeks