For the settings the DNS records in Cloudflare, I suggest checking this guide which explains the process in detail:
I’m not sure what (or your dad) actually mean by that. You are indeed free to host the DNS of your domain wherever you want (including at Cloudflare), but you have to point the domain to our nameservers for the initial setup.
Using multiple DNS hosts at the same time is a recipe for disaster, unless you REALLY know what you’re doing.