The first thing that dads can do to truly love their baby girls is to get excited when they hear "it's a girl!" A female child is a gift from God, and remember men, you are being entrusted to fulfill a purpose as a father of this precious one. That is an awesome calling, to be the father of a little girl, because you will be her hero. The way you can lead is as the Spiritual leader of the family. Speak life. Show respect for her mother through kind and loving words and actions that demonstrate your wife is special and an equal partner in life and love. Buy Mom flowers, offer a shoulder for her to cry on when she's hurting, support her hobbies and honor her with affirming words. Listen to her ideas and compliment her often and publicly. Defend her honor, because her femininity is under attack, and lead her even as Christ gave up His life for the Church. Grant Mom the same respect you would want from her. See her emotional and sensitive design as a treasure, because she can teach you just as you can teach her, how to be more like God's image that you complete together.
Once your daughter sees that her mother has your respect because of her feminine design and because of who she is as a person, it will only naturally follow that your little girl will see herself as worthy of respect and unselfish love. While your wife is Queen, your daughter must be the princess. Please note that not all princesses are the same either. Some like an occasional romp through a mud puddle or to hit a home run. Much of the strength of an emotionally stable woman comes from the validation she receives from her father as a young child. She becomes able to choose a man who gives her full honor when her father has confirmed for her from The Beginning, that she is enough, just because of who she is. You should come into her world with her guidance, share with her in her interests, even if that means tea parties and tiaras. Most importantly, you should allow her to come into your world. One of the negative reinforcers of women feeling not as good as a man stems from feeling she is on the outside of a special club that she cannot enter into because she is not innately an equal of a man. Take her fishing if that's what you're into, or teach her how to kick a football. Her future husband will thank you for it and she will be so grateful to be on your team.
Dads, don't be embarrassed to talk to your daughters about their bodies, alongside or even apart from their mothers. With age-appropriate education comes much empowerment for her. Read to her about women of the Bible and the qualities they possessed that led God to seek them out. Watch movies with her that show females as the heroine of the story. Introduce her to women who have invented things, changed the world, and let her know you believe in her too. Discourage boys and other men from using language or viewing images that are degrading to women, and do NOT do these things yourself. Do not allow society through Satan's influence to tell you that to build yourself up as a man you have to tear a woman down. That is a lie, and you must know that you are more valuable than that as well.