It doesn't actually mean having any sort of sexual relations with your actual father (NO!!!). Yet, some people still find this type of roleplay gross.
DD/LG is an acronym for Daddy Dom / Little Girl. DDLG in it's core is a kinky age- play/role-play between two consenting adults and is a close.
I think in terms of our Daddy/daughter roleplaying, it's purely sexual, but there are elements of this relationship (not that we're 'together') that I.