The speaker of "Daddy" is obsessed with mortality – her father's mortality, and her own. When the speaker's father dies, she sees killing herself as a way to become reunited with him. She also declares that she has to kill him. This poem explores the paradoxes of death, the afterlife, and memories of the past. After all, "Daddy" is addressed to a dead person.
The death of the speaker's father has haunted her for her entire life, causing her to seek her own death.
The speaker feels that the only way to rid herself of the haunting memories of her father is to metaphorically kill them.