The last time Thomas McNichols Sr. saw his son, whom he affectionately called TeeJay, was Saturday at a gym where they played basketball with other family members. As his son got ready to leave, McNichols reminded him to be safe, and TeeJay replied, “I am Dad, you ain't got to worry."

But TeeJay's reassurance was short-lived. He was one of nine victims who lost their lives early Sunday morning when a gunman opened fire into a crowded bar in Dayton, Ohio.

As McNichols grapples with the loss of his only son, he said he is trying to understand how the alleged gunman Connor Betts, 24, got his hands on a deadly weapon.

“This is a bad dream that I’m living every day,” McNichols told NBC News. “I’m hurting and I’m mad, frustrated, and wondering why my son was taken away from me and his sisters and his four babies.”

Thomas “TeeJay” McNichols Jr., 25, went to Ned Peppers Bar in Dayton’s Oregon District to unwind with a cousin after he got off work Saturday night, according to the Dayton Daily News.

While TeeJay was enjoying his night, Betts, wearing body armor and carrying ammunition magazines, allegedly began shooting outside the packed venue, hitting at least 36 people.

“This is not how we’re supposed to live in this world,” McNichols said. “We're not supposed to live in fear of when is the next time this is going to happen.”

TeeJay was an “angel” who cared for others and was a devoted father to his four children, he said.

“He could light up a room and could bring any spirit up," McNichols said. "He didn’t have a hateful bone in his body.”

McNichols said he is struggling to understand why it happened.

"I can’t get anything," he said. "Why my son? Why? Why?"

He said he went to Ned Peppers Bar a few nights after the shooting to try to figure out what transpired, but he still has many questions.

“There were red flags,” he said. “Ordering that gun, picking up that gun, I’ve seen videos of that young man with that assault rifle at a range, talking about what he hated and what he wanted to do. You got young men who are capable of getting weapons like that and there's no red flag on it? Are you serious?”

McNichols said he is determined not to let his son go down as "just a number or a picture on a poster” and that he will fight to keep TeeJay's memory alive by demanding action from leaders. He urged all Americans to "wake up" before more lives are lost.

"We can bounce back but we need to know that our government has got our back," he said. “I need them [politicians] to do the right thing."