Okay, my father and I have a quick question on check. If a player calls "Check" when no check exists, does that player lose?

Naw, no rule like that.

No, they don't lose. They just get laughed at.

Actually, among experienced players, most people don't call check even when there is a check. In tournament play, it's just assumed that anyone good enough to be playing in tournaments is also good enough to notice they're in check, so pointing it out is considered mildly insulting.

--Fromper

Slightly related: In a game between a 2100 and a 2200, the 2100 was winning easily, and played a move with his queen and called check, but kept his hand on the queen. Before taking his hand off he noticed that his queen could be captured if he put it on that square so he changed his mind and moved it elsewhere. His opponent tried to claim that since he said check he had to make a move that put him in check, but no there isn't any rule like that and the 2100 won the game in a few more moves.

so if i play a tournament and say check then i will get laughed at? unfair. not cool.

No, you'll just get laughed at if you call check when there isn't one. If you call a check and it's legit, most people won't care, though you're not supposed to announce it.

--Fromper

why?!

As I mentioned earlier, when you announce check, you're assuming that your opponent doesn't notice it, which is insulting. Anyone playing in tournaments should theoretically be good enough to always notice that they're in check.

--Fromper