Throughout "Daddy," the speaker is trapped by memories of her father. In the first stanza, she says that she feels she's been living like a foot in a shoe, a metaphor for the confinement that she's been placed in by her father and his memory. Even when she tries to marry, she's trapped into marrying someone like her father.
The father-daughter relationship in this poem is a metaphor for male-female relationships in general.
Once the speaker in this poem has escaped the confinement of her father, she ends up confined in marriage to a similar man.