This is such a niche yet strangely heartwarming trope! One book that immediately comes to mind is 'The Book Thief' by Markus Zusak. While it’s not explicitly about a 'first time with daddy' scenario, the relationship between Liesel and her foster father, Hans Hubermann, is one of the most tender depictions of found family I’ve ever read. The way he teaches her to read late at night, their shared moments of quiet defiance against the horrors of Nazi Germany—it’s all so beautifully paternal. Another lesser-known gem is 'The Road' by Cormac McCarthy, where the father’s relentless protection of his son in a post-apocalyptic world is both harrowing and deeply moving. The boy’s first experiences of survival, morality, and love are all filtered through his father’s desperate guidance.
For something more lighthearted, 'To Kill a Mockingbird' has Scout’s adoration of Atticus Finch, whose quiet strength shapes her worldview. The scene where he explains empathy to her is iconic for a reason. If you’re open to memoirs, 'The Glass Castle' by Jeannette Walls has complex but unforgettable daddy-daughter dynamics, though it’s more bittersweet than wholesome. Honestly, I gravitate toward stories where the 'first time' isn’t just about biological ties but about the moments that define what fatherhood really means—protection, teaching, and sometimes just showing up.