What did the water and comb experiment show?

That a stream of water can become charged when another charge comes near it. The negatively charged comb attracted positive charge onto the water stream and pushed negative charge off of it. As a result, the stream acquired a positive charge and the rest of the world, a negative charge.

During winter break, my daddy and I got stuck inside during a blizzard. To pass the time, my daddy would chase me, sliding his feet until he could touch me and shock me. How does simply sliding his feet make my daddy have static charge?

Sliding friction tends to wipe electric charge from one surface to another. Which surface acquires positive charge and which negative charge depends on the chemical properties of those surfaces. Your daddy ended up with one charge and the carpet with the opposite charge. Each time he touched you, your daddy transferred about half his charge to you and it leapt through the air as a spark.