I'm not actually a Dad yet! I found out my wife is pregnant a few weeks go, and am over the moon about it. We've decided not to find out the gender, so I have no idea if I'll be having a little boy or girl, but can't wait to find out...these months are going to drag (and of course, going to be hell for my poor wife).
So I can't really answer what I love most - right now it's pure excitement and adrenaline, and nerves, lots and lots of nerves.
My fears are very real now - as fears can surface without actually having the child, whilst the love you bear it, your hopes and dreams, are kinda paused when you don't even know the gender. I know I'm going to love him or her to pieces, but that's rather general, whilst the fears can be very real.
That it will be healthy
That I will be able to provide for him or her okay
That we get our place 'safe' for a baby
That I can cut it as a Dad. Mine is awesome - always there for him no matter how I messed up, I worry I won't live up to him
That I will be over protective - I'm like that with my sister now, God forbid I have a daughter, my Wife will have to keep my in check by the time she starts being interested in boys!
So not really the answer you're looking for I'm afraid...right now I'm an Uncle to numerous nieces and nephews, but my own bundle of joy is many months away yet...