Keiko, the knowledge of the healing halls/place on the other side comes from spiritualist teachings and from spirit teachers themselves. It is known that when a person passes over, they often go for healing first. This is to help them to fully integrate with their new life, plus remove any residual trauma from their physical life and/or passing. The need for this depends on the person and their level of development.
As for a message... there can be several reasons for not receiving one. The loved one will often have to learn *how* to get a message to relatives; we don't have instant mediumistic skills when we die!
Getting a message through can take time and effort, not to mention having to find a vehicle (medium or other physical focus) which will do to carry it. There is also the question of time being elastic 'over there', so loved ones often don't realise how much time is passing as they get used to their new home and meet old friends. Add to this the 'fog' which grief (a natural reaction)and other powerful emotions creates and perhaps you may understand why it's not always possible.
You mentioned you're maybe trying too hard. Maybe you are - most people do. Try to let it go and think of your dad being well cared for and probably having a great time! He knows he will see you again 'soon', in the blink of an eye as far as he's concerned. He will be aware of your thoughts and emotions, so try to send him love and focus on good memories and he'll be drawn close. xx