I'll preface this by saying I'm not worried or upset - I just want to chat to others navigating what for us is a normal phase of parenting. DD doesn't have a dad, and the combination of learning about families in nursery and getting better with her speech means she's increasingly keen to figure out who this mysterious being called 'daddy' is.
So far, she's concluded 1) it must be a generic term for men, 2) it is probably any of the men she sees frequently, including, embarrassingly, the husband of a friend and the local vicar and 3) it is probably one of her mummies.
Obviously one doesn't need to do anything dramatic as she'll figure it out on her own, but what small things did you do? Was there anything you wish you'd said earlier on? For example, if you read a book with a daddy in it, do you explain '... and that's what a daddy is' or 'and that's the little girl's daddy'? Or not?
It's very cute seeing her trying to figure it out, but I keep realising how ubiquitous daddies are in so many contexts, so she's bound to be curious.