Why do you need to have an "o" before "meu pai?"
Actually, it is opitional when you have "possessive adjective + noun".
'My mother is making my father a cake' is wrong, apparently. It shouldn't be.
....." to" my dad? is wrong?
Yes, it is wrong. In English, we make something "for" someone and we give something "to" someone. Both cases use "para" in Portuguese if I am not mistaken.
my mother is making a cake to my father Wrong?