While you're swinging, your kinetic energy gradually leaks away because of your air resistance and friction in the connections up at the top where the swing hangs from.
Then, when you're ready to stop completely, you get rid of the rest of your kinetic energy by dragging your feet on the ground, and scattering sand, gravel, and dirt in every direction.
Either that, or else your Dad grabs the swing from behind and does a lot of negative work on it to take away its energy.