I'm sure he doesn't think you're nuts. It sounds like he loves you a lot and so he's concerned about you. My dad tends to ask me a lot of questions like that to and I actually like talking to him about it. It feels good to talk to someone and my dad has depression too so he can relate.

Maybe you could tell your dad that you would like to talk about some other things. He's probably just so concerned about you and probably doesn't realize that he's talking so much about your moods.

The important thing to remember is that a diagnosis of depression does not mean you're crazy or nuts or whatever. Your brain is an organ in your body and we can get illnesses that affect any part of of our body. You just happen to have an illness that affects the way your brain works... and it sounds like your dad is just so worried that his child isn't feeling good because he loves you so much. Just tell him how the constant questions about mood make you feel. Tell him you just want to talk to him about other stuff sometimes. I'm sure he'll be glad you told him.