Do I need to pay collection agency for my deceased father's debt?

It depends on the nature of the debt and how the assets of the estate are held.  There is a priority to paying off the debts, so if you do not think there is enough in the estate to pay everything off, you have to have the estate declared insolvent and pay off the priority debts first, and then a portion to each remaining creditor.  The only assets that have to be used are those in the estate.  If you were the joint owner of an account, or things passed to you by right of survivorship, then those assets are not in the estate, and do not have to be used to pay off debts.