Yeah I knew from the intro she was Corvos daughter. The love he showed her was that of a father at the start. I didn't even realize that the try to make it sound likes hes not until later. To me it was glaringly obvious.
GFAQS - Land where your opinion is what everyone else says it is.
I was pretty sure he was her father since the trailer where she hugged him and I do agree that they could of done a better job making you care about the Empress, instead of the prison level they could of started you off at a night back at the tower, show some happy family moments between the three, then the assassins attack and you have to try to protect her.
Then she dies and you are framed, would also make more sense with Emily since you'd of had plenty of time and space to hide her (from the guard's perspective) rather than her apparently vanishing from a closed space in 3 minutes. The Outsider could then give Corvo his mark while he's in prison, letting you bust out with your powers to spice up the level.
"Come all you Xeno scum and fallen heretics! Come face the one true might of the universe and wither under the Golden Throne's gaze!"