The article below is just a basic introduction to the topic. For something more advanced, written by pros and a fantastic leveling guide, my recommendation would be this Elder Scrolls Online Leveling Guide. I could not find any other guide that comes even close in terms of the impact it had on me.
Daedra are inhabitants of the planes of Oblivion and are supernatural entities that can range from humanoids to beast-like. They are feared by inhabitants of Tamriel, and are able to manifest in the mortal plane of Mundus, but are not known to be bound to the physical world.