I want to tell my stepson to stop referring to me as daddy
Why do you not want him to call you that?
This is not what I wanted in my life
If he really cares for you and wants to call you that you should let him. It means he really likes you and you are doing a good job.
Maybe, I'm still going to do it
This might make them uncomfortable with you. You should let your step kids call you whatever makes them the most comfortable.