...I hear you say that I will always be his daughter and come first, but it doesn't seem like that....
I am sorry you are feeling this pain, but I think if you step back you might see the above statement from a different viewpoint. We will always love our children, but in reality our children should come after our partners, not before. Our love for our children is not less; it is just different than that we share with our partner. This does NOT diminish our love for our children, but children need to leave the nest and start their own lives, and it happens much more quickly than we can imagine. It's not always so easy to stop putting our children first, but it really is necessary and healthy to do so.
Please try to look at it from the opposite side: when a child takes a spouse, that spouse should become #1, and parents essentially move to slot #2 (that does not mean you love your parents any less!). If that doesn't happen, the grown child cannot fully commit to creating his or her own family, as loyalties will always be split. If partners cannot form a strong primary bond, they will not have enough strength to support their children. Without a strong partner bond, they can neither properly raise nor "launch" the child when it is time.
I hope you can find it in your heart to forgive your father for following a natural instinct to find a partner with whom he can find companionship in a relationship that is different from (but cannot replace) his love for you. He needs both kinds of love in his life, and that's
no reflection on you or what you mean to him.
I also hope your dad can recognize when you really need him and be there for you. Don't be afraid to offer him a gentle reminder now and again, if need be - just try not to phrase it as an "either/or" choice, because that's not what it really is.