Caught masterbating (girl) by dad, what should I do?

Earlier today I thought I had the house to myself and was feeling pretty horny, so decided to masterbate. I was on my bed daydreaming listening to music and had been kinda grinding a pillow, which I guess is why I was horny in the first place. I laid on my front, I slipped a hand inside my jeans and panties and just started stroking myself.
It did not take long for me to flip over and pull my jeans off. I went back to playing with myself through my panties, and then pulled them aside and started fingering. It was going well, I got close to orgasm pretty quick, my eyes were shut and I was enjoying the moment, then I heard a noise over my music.
Thinking maybe someone had come home, I went quiet, pulled out my headphones and opened my eyes, and OMG there was my dad stood in the doorway looking like a rabbit caught in the headlights. I was on my back facing the door legs apart, I quickly crossed my legs, my panties kinda fell back in place, I doubled over trying to hide my self and just exclaimed "dad!" He snapped out of it, and left saying "sorry, sorry sorry" it was so embarrassing. I don't know what to do, and I don't know if mom knows, should I talk to him, or just pretend it didn't happen?
Advice please, plus anyone had same experience?
My name is Amber by the way Oh and I am 20 years old.

Don't do anything. Your dad is probably as keen as you are to forget what he saw. I got caught too when I was 15. Nobody was home and I was feeling horny so I put some music on and got naked and lay on my bed. I was fingering myself like crazy and really getting close to coming. I was holding my pussy lips apart and fingering my clit and then pushing two fingers inside me when I heard a noise and my dad had come home early. I hadn't heard him calling out my name because of the music. He had come upstairs and opened my door just as I was having a massive orgasm. I screamed and grabbed the covers. He backed out and shut the door real fast. I could hear him apologizing. I was so embarrassed I stayed in my room for hours. Finally I figured I'd have to see him sooner or later so I went downstairs. As soon as I saw him he just asked how my day was and acted like nothing happened. He never ever said a word about it. From that day on, I was a lot more careful about making sure I was home alone!!!!!!!