Mephala is the god/goddess obscured to mortals, also known by the names Webspinner, Spinner, Spider, and the Anticipation of Vivec. His only consistent theme seems to be interference in the affairs of mortals for his amusement. He is a hermaphrodite, appearing sometimes male and sometimes female depending on whom he wants to ensnare. He also helped directly to found the infamous cult/society of the Morag Tong. His sphere seems to indicate a careful plan carried out through executions, each life a portion of a massive web. Mephala sees the affairs of mortals as a weave; pull but one thread and the whole thing unravels. Mephala, by his nature, is typically obscured or hidden from mortal sight. However, when he is depicted in images or sculpture, he typically takes the form of a tall, very thin woman, in very concealing garb (unlike the typically revealing garb of, say, Azura). In some cases, he is depicted in front of a spiders web, though this may be simply a conceit of the Morag Tong. In almost all descriptions of Mephala, he is a hermaphrodite, and indeed many images show grossly exaggerated male and female genitalia.
Azura is the goddess Dusk and Dawn. The magic in-between realms of twilight. He is also known as the Mother of the Rose, Queen of the Night Sky, and the anticipation of Sotha Sil. Moonshadow is where she lives in a rose palace. According to The texts, it is blindingly beautiful and colorful, with flowers, waterfalls, trees, and a city of silver and stone.
Azura was the god-ancestor that taught the Chimer the mysteries needed to be different from the Altmer. Some of his more conventional teachings are sometimes attributed to Boethiah. In the stories, Azura is often more a communal cosmic force for the race as a whole than a ancestor or a god.
Boethiah is the one who rules over deceit, conspiracy, secret plots of murder, assassination, treason, and unlawful overthrow of authority. Boethiah is depicted as a great caped warrior, often in a stoic pose. He is also known as the Anticipation of Almalexia. Boethiah loves competition and battle, and this nature is manifested in his quest in Oblivion, transporting the challenger to his realm of Oblivion for a tournament to decide who is truly worthy of Goldbrand, an enchanted katana with a gold-colored blade.
Heralded by the Prophet Veloth, Boethiah is the original god-ancestor of the Dark Elves. Through his illuminations, the eventual 'Chimer', or Changed Folk, renounced all ties to the Aldmer and founded a new nation based on Daedric principles. All manner of Dark Elven cultural 'advances' are attributed to Boethiah, from philosophy to magic to 'responsible' architecture. Ancient Velothi allegories are uniformly heroic successes of Boethiah over enemies of every type, foundation stories of Chimeri struggle.
Jyggalag is the god of Order, and the polar opposite of Sheogorath. At the end of every era, he and his armies appear to destroy the Realm of Madness in an attack known as the Greymarch, only to vanish when his work is done. It is implied that his realm consists of a bleak, crystal-spotted landscape, with very little, if any, in the way of original thought. Sheogorath described him, of all the princes, to be the least popular one at parties.
Sheogorath is the god of Madness, whose motives are said to be unknowable. His realm in Oblivion is known as the Madhouse , though it has also been called the Asylums by the Imperial Census of Daedra Lords, and called the Shivering Isles by some. It is split into two parts. Mania, the fantastic, colorful side, and Dementia, the horrific, swampy side.
It is revealed in The Shivering Isles that Sheogorath is, in fact, Jyggalag, the Daedric Prince of Order. Jyggalag explains that he had grown in power so much that the other Daedric Princes grew jealous and fearful. They cursed Jyggalag to live as Sheogorath, the incarnation of the thing he hated most. At the end of every Era, Jyggalag was allowed to take on his true form once again, and reconquer his lands, an event known as the Graymarch. After that, however, he would be transformed back into Sheogorath, and Sheogorath would spread madness upon his lands once more.
Vaermina's physical appearance is usually that of a female mage, complete with a flowing robe with deep arms, and a mages staff. she lords over the plane of Quagmire, which is described as a constantly shifting nightmare realm. He is one of the Daedric Princes that seems to be consistantly depicted as evil or demonic, with a strong preference for psychological torture. At the same time, daedric believers will often pray to him just before bedtime, likely in hopes of warding off any potential meetings during their rest.
Vaermina is often said to be strongly connected with Magnus, the source of magic on Tamriel. Many scholars believe that, through their dreams, even otherwise magically untalented mortals can slip into Quagmire, and Vaermina's presence. Upon speaking to him, Vaermina will explain that mortals visit him constantly in their nightmares, speak to him in their sleep, and often wake in a cold sweat upon leaving his presence. Most mortals are unaware of this meeting, however, as they cannot remember anything that occurred during their dreams. After a true, remembered encounter with the goddess, her followers often claim that nothing on Nirn holds any fear for them, as nothing can possibly be as frightening as being in Vaermina's presence.