If all you are worried about is a house that you inherited and you have already been to the attorneys who processed the inheritance and they transferred ownership to you and your sister then you don't have any tax issues.
@BESTax is right that there can be multiple legal issues with inheritances and you should check with the attorneys that processed your father's will and dealt with your inheritance if you have any further questions about that.
An estate tax return is a done for earnings that someone has after they pass away. If your father only left the house then you don't need to worry about an estate tax return. But it never hurts to ask the attorneys who dealt with your father's will about that as well.
A final tax return refers to your father's last tax return for the last year he was alive. If he was required to file a tax return then as his executors that is your job now. If he was not required to file a tax return then you don't need to worry about it either.
When and if you and your sister sell the house that you have inherited there will be tax issues involved. The most important thing you need to have in order to deal with those issues in case they come up is how much the house was worth when your father passed. That is information that the attorneys should be able to give you as well. You just need to save that information in a drawer somewhere until you sell the house.
@Ineedhelp2157
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