This is an awesome question. As you can see there will be quite a bit of disagreement. 

Socrates is a pretty good answer, since Plato preserved much of his insights. Moreover, we are still taking about Socrates. Finally, he has shaped much of the Western world. 

Thales and others pre-Socratics such as Anaximander, Heraclitus, and Pythagoras are good answers as well. They clearly influenced Socrates. Moreover, Socrates would readily admit this. 

If we look at Herodotus, he also points in another direction. He states that the Greeks learned a lot from the Egyptians. So, much of Greek thought was taken from Egyptian priests. 

In my opinion, I would have to pick Moses from the Old Testament or the Hebrew bible. I choose him, because of his antiquity. He outdates all of these figures. He also gives a philosophy, even if it is very theistic. Finally, it can be argued that the Jewish tradition is even more influential than the Greek tradition in the Western tradition. 

Thales pre-dates the more famous Greek philosophers like Socrates, Plato, and Aristotle. He is generally considered to be the first “philosopher” in what has come to be the Western definition of the term. To understand what makes Thales significant, it is necessary to understand a little about the way people thought before his time.

Most of us are familiar with the Greek mythological beliefs that included the Titans and gods like Zeus, Poseidon, Athena, etc. Although these myths sound like super-hero stories to us today (and as such are the basis for many movies) they actually comprised a belief system that included prayer and ritual, just like most modern religions do. People looked to this mythology for answers about unexplained phenomena in their lives.

Thales, however, was the first known thinker to look for logical explanations to the things that the Greeks did not understand. Although his theory that the Earth was suspended in water sounds ludicrous to us today, it was actually an intellectual leap in his time. Instead of assuming that natural events like earthquakes were caused by angry supernatural beings, Thales reasoned that they caused by forces related to the earth’s physical makeup. From that point forward, the Greeks began to use reason and the scientific method to inquire into many of the questions and problems that have interested man since the beginning.

Of course this is somewhat of a subjective question, but Westerner thinkers (obviously people from other regions of the world could well have their own opinions) generally consider Socrates to be the father of philosophy.

This is because Socrates was the first known philosopher to move from a consideration of the natural world and its laws to, instead, a focus on the human world.  Socrates (so we think -- given that all we know of him is what Plato and others wrote) was more interested in questions of human ethics and society.

His works have been enormously influential on Western philosophers and it is for these reasons that he is considered the father of philosophy.

Who is the Father of Western Philosophy?

Most historians consider the father of Western philosophy to be either Socrates or Thales of Miletus. Socrates was an ancient Greek philosopher who lived from c.469-399 BC. He is most famous for introducing the "Socratic method" to philosophical inquiry. Using this method--which involves asking a series of questions about a given problem--Socrates would test hypotheses. Socrates was most concerned with ethical problems (issues connected with goodness, justice, etc.). Many people consider the Socratic method a forerunner to the scientific method.

Although most people consider Socrates the Father of Western Philosophy, one can make a case that the title should belong to a pre-Socratic Greek philosopher named Thales of Miletus (c. 620-546 BC). Thales was concerned with studying the natural world, and he is one of the first known philosophers to look for natural explanations for events, rather than supernatural causes (ex. the gods).