Well, it seems as if his lecture worked. He accomplished exactly what he wanted to, scare you to death.
I'm scared of my girlfriend's dad what can I do? My girlfriend and I are 16 and have been dating for one year. When we started dating, her dad began to act really scary towards me. When we first started dating he gave me a huge lecture about sex and treating her with respect and how he'll kill me if I had sex with her.
That's just normal for dads and you'll understand that someday when you have your own daughter/s. Prove to him that your intentions are pure by respecting and obeying what he said. Believe it or not, he's not just protecting his daughter but the both of you. So he basically wants you to be serious about your relationship. Otherwise, if this is just something for experience, and you cant take his challenge, then just leave.