There's probably no way I can list them all so if you have titbits of information on this matter please feel free to share.
- Do not walk up the steps to the Shrine of Azura. (The Black Star)
- Do not pick up the book Boethiah's Calling. (Boethiah's Calling)
- Do not go near the city of Falkreath, the first interaction with a Guard, which is very hard to avoid, will trigger a Daedric Quest that cannot be removed. (A Daedra's Best Friend)
- Once received a Runed Lexicon, return it to Septimus Signus and kill him immediately. Do not loot the Runed Lexicon back as it cannot be dropped. This quest will be forced to the player's Quest Log during the course of Skyrim Main Quest; it is failed and disappears from the player's Quest Log once Septimus Signus is killed at said time. (Discerning the Transmundane)
- Do not talk to Sinding in Falkreath Guard Barracks. (3 Met By Moonlight)
- Do not go to Largashbur, an Orc name Atub will force a Daedric Quest on the player. (Cursed Tribe)
- Do not read Silus Vesuius's Letter after receiving it from a courier. Simply put it in a respawning dead body/barrel. (Pieces of the Past)
- If Silus Vesuius's Letter is read, go to Silus in Dawnstar and kill him immediately. This will make the Daedric Quest failed and disappear from the player's Quest Log. (Pieces of the Past)
- Do not pick up Meridia's Beacon. (The Break of Dawn)
- Do not accept to help Tyranus in Markarth. He can be talked to, but do not accep to help him. (The House of Horrors)
- Do not ask Kleppr at the Silver Blood Inn for rumors. (The Taste of Death)
- Do not get too close to Kesh the Clean at the Shrine to Peryite. He will force trigger a conversation that leads to Daedric Quest. (The Only Cure)
- Do not talk to Sam Guevenne at any Inn. (A Night to Remember)
- (The Whispering Door), never got it, not sure what to do.
- (The Break of Dawn) do not get too close to the Statue to Meridia? never seen it, anyone knows what happen?
- (The Mind of Madness) ?
- (Waking Nightmare) just dont talk to Erandur?