Daedra are a class of divine beings that didn't take part in the creation of the Mundus, and thus retain the full breadth of their power. Virtually every person on Tamriel has had some contact with the "Capricious Powers". The word "Daedra" is of Aldmeri origin, and its exact meaning is "not our ancestors", as opposed to Aedra - "ancestors". All Daedra have a penchant for extremes and are therefore capable of tremendous acts of devastation, but their different spheres make them apply their power in different ways, and their infinite diversity makes speaking about them generally difficult. Thus, it's often impossible to accurately label them as "good" or "evil".