Can someone help me figure out the answer to Snape's Patronus?

I don't get it. Must be missing something. In the last Potter book (on pg. 687) Snape is furious with Dumbledore because Snape found out that the only reason why they have kept Harry alive all this time is to prepare him to welcome death by letting Voldemort kill him. Snape feels that Dumbledore has used him as a personal istant and Dumbledore accuses Snape of "growing to care" for Harry after all. In return, Snape reveals his Patronus. Dumbledore says,"After all this time?" "Always." Can someone please explain that to me? That's the only part I don't get. There is nothing in any of the other books that says anything about his Patronus. Yes, I get that he loved Lily (Harry's mother) but James's (Harry's father's) Patronus was a Stag just like Harry's. I actually had bets with friends that Snape had a crush on Petunia since they have the exact same personality. Of course I lost my bet. Lol! And its a very freaky thought that Snape could've been Harry's father. ***Shudders*** I don't remember reading or hearing what Lily's Patronus was though...Perhaps THAT'S the key ingreadient I'm missing....?