I'm not even sure we'll find Daedra in Skyrim, although you watch somebody will come by, see my post and say "Silly Terror yes Daedra are in Skyrim here's a screen shot of a Daedroth ripping a Villagers head off".
I hope they are though because to me they are essential to TES. I didn't play anything before Morrowind but I am accustomed to seeing them in the game. Usually not in a friendly way though..
Edit: @Todd, I haven't played the game in a long time but there were shrines in Morrowind where idiots would come and summon them and worship them. You could walk into a shrine, kill a bunch of people there and if you take the sacrifices placed before the shrine a pissed off daedra would pop through and smack away at your backside.