Yes, if you were covered by insurance through the marketplace and you are not claimed as a dependent on anyone elses return, you will need to include the 1095-A that your dad received.
Depending on how you and he allocate the premiums, you may or may not end up having to pay anything back. If he believed he was going to claim you when the policy year started, then Situation 4 would apply. This allows those who believed that someone would be part of their tax family to agree to the allocation amount instead of allocating it based on the number of people on the policy. In this situation you can allocate anywhere from 0%-100% on your return and your father can do the same as long as the numbers add up to 100%.
Additionally, since you are no longer in his tax family, you should update the Marketplace with that information and you should get your own policy. It is best if each tax family has their own policy since the credits are based on your tax family household income.
If however, your dad does still claim you as a dependent on his return, then you should Amend Your Return and mark that someone else can claim you as a dependent. in this situation, you do not need to add the 1095-A.
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