By Monica Rizzo
June 18, 2012 12:00 PM

Seconds after welcoming Lauryn Anabelle into the world on May 2, J.R. Martinez had his first bonding moment with his daughter. “When she was born, they took her to the table to clean her up, and I walked over, took her tiny hand, said a prayer with her and said, ‘I’m going to do everything I can to be the best father for you,'” recalls Martinez, 29.

And little “Belle” is doing her best to be a good daughter in return. “She’s always smiling and she’s sleeping six, seven hours a night,” says Martinez, the Iraq war hero who won the 13th season of Dancing with the Stars in 2011. “She’ll cry for a minute, but then she’ll calm down. It’s been really easy so far!”

The first-time dad and his girlfriend Diana Gonzalez-Jones, 29, already have a regime down pat. “I’ll breast-feed her and he’ll burp her and change her,” says the new mom. “It’s a good system.”

For Martinez, becoming a father holds even more significance because he grew up without one. “I was raised by a single mother,” he says. “So I’m learning what a father does and what a father is supposed to say. Looking at Belle, I feel like she’s going to teach me a lot.”

And Belle will surely learn a lot from her dad-particularly about courage and determination. In 2003, while serving in the Army in Iraq, Martinez suffered burns over more than 40 percent of his body when the Humvee he was driving hit a landmine. After battling through a period of depression following the incident, Martinez rebuilt his life-dedicating his time to counseling other injured veterans and eventually launching an acting career. After landing a memorable role on All My Children, Martinez took home the mirror ball trophy on Dancing with the Stars last year.

“Life is truly unpredictable,” says Martinez. “That’s a lesson I’ve learned over the years.”

In fact, Belle’s arrival was even more special because it came after some unexpected bad news-Gonzalez-Jones’s teenage sister, Lauren, passed away suddenly in January after being ill with a stomach virus.

“Belle has not only brought joy into our lives because we’re first-time parents, she has brought joy to everyone else in our family,” says Martinez. “Even though you mourn the loss, it’s exciting to see something new growing right in front of you.”

Belle, who has Mom’s freckles, thick hair and long fingernails, along with Dad’s infectious smile, has already transformed Martinez’s life in every way. “I used to have a nice bachelor truck,” he says. “And then the car seat went into it, and all of a sudden there’s a window shade to keep the sun out of her face and a mirror so I can see her when I’m driving. There’s been a couple of times when I’m driving and I’ll look back and go, ‘Oh my God, there’s a baby seat back there.'”

His daughter also gets the royal treatment at home. “She has the best room in the house,” says Martinez. And Belle’s wardrobe is growing by the day-she has more than two dozen pairs of shoes and dresses galore. “I have no closet space,” jokes her dad. “That’s how it goes with two women in the house. I have to wear the same clothes every day.”

But Martinez is happy to give his daughter anything she needs and can’t wait to experience all the perks of raising a girl. “I’ve got to start saving up for manis and pedis,” he says. “And I’m really looking forward to just being able to play with her and talk to her-to hear what she’ll say to me,” says Martinez, who’s also eager to see what kind of relationship Belle forms with his black Labrador retriever, Romeo.

Although he’s unfazed by the responsibilities of being a parent (“I’m not afraid to step up and do things for her,” he says about caring for Belle), Martinez is definitely still trying to wrap his head around the idea that he’s actually somebody’s dad. “I’ll be holding her and think, ‘This is my daughter,'” he says. “It’s still language I’m getting used to. I look at her all the time and think, ‘Are those my lips or Diana’s lips? My ears or Diana’s ears?’ But I can’t kiss her enough. The minute she was born I was like, ‘This is where I’m meant to be.’ I felt excitement and love, and it was all about her.”

People

TABLET BONUS VIDEO

Behind the scenes with J.R.

See more Hollywood dads celebrating their first Father’s Day at PEOPLE.com/fathersday

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