Older men are likely to have pasts. His past may include an ex-wife, children and grandchildren. Instead of taking you out on Saturday night, he may have obligations with his children. If his children are older, they will likely judge you for being so much younger than their father. They may assume your relationship with him is only a fling or that you are using him for financial gain.
Because he has lived longer than you, he has more life experience. He has already done his fair share of partying while you have barely started. Instead of going out to a bar or a club on Saturday night, he may prefer staying home and watching a movie. It may be frustrating to realize that he has zero interest in activities you find enjoyable.
An older man may want a serious relationship. Because he has had a lot of time to see what's out there, he may be ready to settle down with someone. Ask him in the beginning of the relationship if he's looking to have a family. If the answer is yes, decide if this is something you truly want right now. If you aren't ready for a serious commitment, get out of the relationship. If you know you eventually want children but he's content having already raised his, you might want to move on.
The older man you're dating shouldn't be a father figure for you. Don't expect an older man to take the place of the father you didn't have a good relationship with. If you want him a father you didn't really have, you're dating him for the wrong reasons.