Children m*st*rb*te from a very early age, it's quite normal. We seldom remember doing this as children because there was no sexual connotation to it at that age. Your father may have had a concern that you were doing this in public, which is a common concern for parents of children that age. It could be that he simply broached the conversation inapporpriately, and his line of questioning does sound slightly innappropriate, especially the fact that he asked you about org*sm and to keep it a secret, even if he had the best of intentions.
It's a good idea to talk to your therapist about this if it is bothering you. Good luck!