If your father's address is listed on the policy, then that's where your EOBs (explanation of benefits, a statement telling whether or not any treatments you received were covered by insurance, and if/how much you owe for them) will be sent. They should have your name on them, but if he's the type of person to open your mail, he'll likely be curious what they're for and will open them and see the psychologist listed on them. Depending on what the practice is called/how it's listed, it might be obvious what type of provider it is, and if it's not and he wanted to know, there should be enough information that it'd be easy to google and find out.

Now, technically, any doctors you go to can't disclose anything to your parents without your permission due to HIPAA, so it's not like he can call the therapist and ask what you're seeing them for, but if he opens your mail there's a good chance that he'll find out.

In your situation I'd suggest finding a therapist/counselor who takes payments on a sliding scale and find a way to pay for it yourself without using your insurance. It might not be feasible for you but it's the only way I can think of to be fairly sure your father won't find out.