I agree that with some people it's the tails that bother them, for others it's the claws - and too many horror movies over the course of a lifetime. Don't ask you dad to hold one, you hold a calm one and ask your dad to pet him or her. Bring up in conversation neat things they do. Just saturate him with niceties about them. He might never grow to adore them, but at least you can help him be less afraid.