Look Colleen, this may not be my place to say something but I dont know if anyone else will. I know what its like to want to impress your parents. Hell, my dad was a Marine too, as hardcore and badass as they come. I never felt like I could live up to that since I wasnt going into the military, but it turns out my dad loves me no matter what. He is proud of me for being me, whether that means making decisions he doesnt agree with or showing emotion like you are scared to do right now. I have no doubt that your dad is the same way. Your dad is going to love you no matter how you react to this. In fact Im willing to bet that your dad is going to be emotional as hell about this, he isnt going to take well to seeing his girl hurting the way you are, especially about something that isnt your fault or deserved.
My dad was actually Army but Ill let it go this time. I joked, trying not to let him see how much what he said meant to me.