I'm not huge into the lore, but it would seem to me that calling them princes is just easier than saying princes and princesses. Sort of how we say "you guys"
Other languages use masculine tenses as sort of a catch all.
I think they have sixes, its unclear how they became daedric beings.
I'm sure someone will come in with a cheeky explanation in a moment.
et'adrea (i think thats what they are called) were the first beings to come into existance, then the adrea produced mundas, teh deadra had no part in it and kept their pwoer because of it. deadra are basicly spirits, souls, they have physical manifestations but those are unimportant because they can be changed on a whim (and if they are destoryed they can be replced), they have no defiend gender other than what they want to be at that moment in time.
and to clear it up, deadra do have a hiarcy system based off of power (princes being the strongest, then it is demora clans i think (and each clan has a hierarchy of their own), then atronatches then comes the deeadroth [these being mindless], then clanfear [also mindless], then scamps [once again, mindless], but that is only the ones that were present in oblivion, im not sure how the other lesser deadra fit in, but hunger are most likely around deadroth, winged twilights/golden saints/dark seducers are around the dremora i think, it gets complicated with the mass ammount of deadra)