I didn't get any inheritance and I'm upset about it.
Oh that stinks, but what made you think you were going to get any inheritance?
I thought I was going to get a car because she always talked about how much my father cared about me.
I get why you're upset, but you really shouldn't let something so out of your control upset you that much. Be happy you got to spend time with your father before he passed instead of getting wrapped up in potential material possessions.
What should I do then?
You should let go of the expectation of receiving anything in this situation and be grateful for having had your father in your life. Try to think of the positive impacts he has had on you.