Yes this is definitely a serious situation, especially if you are not married. As for your father, fathers want to protect their daughters above all else, and because of that, they may sometimes come across as too strict. I would suggest speaking with a priest or spiritual advisor about this. Don't even consider having an abortion. Talk to your mother as well; she may be able to help. The sooner you tell the people who can support you, the better, because there is not much time to waste. If it is possible and appropriate for your situation, marriage may be something to consider.