Last night, I completed Hermeaus Mora's quest and got a bit of a shocking revelation. The daedric prince of forbidden lore revealed a terrible heresy: Xarxes is just a servant to the daedric prince. Now, this may not seem like a big deal, and isn't some huge change (I think he's always said some variant of "this knowledge was given to me by Xarxes" when he gives the Oghma), but it has some fairly significant impact, considering that Xarxes was Auri-El's scribe in the dawn times, and to this day is worshiped by the altmer. This means that the elves started off right away with strong positive relationships to the daedra (the altmer, not the dunmer, could be the heretics!). It also means that, whether they want to believe it or not, the Thalmor are indirectly supporting a daedra lord.

Right away after getting the game, I finished Azura's quest, and, remarkably, turned Azura's artifact against her. A mortal wizard fundamentally changed the way her star functioned so that it could absorb black souls. This is pretty crazy. It sort of changes the way we have to look at daedric artifacts. You also get to travel inside a soul gem. Which, again, is pretty crazy, and opens up whole new realms of possibility.

Both Molag Bal and Clavicus vile reflect on being somehow trapped or restrained to or from certain areas. For Molag, this was done intentionally by a priest of (iirc) Boethiah. I don't know if anything like this was done in Daggerfall or Arena, but I certainly don't remember any sort of summoning-circle salt-line style techniques being mentioned in MW or OB, meaning that we've just learned of a whole new area of mortal-daedric interactions.

This may just be a bug, but after killing and skinning a certain werewolf for Hircine, I've encountered and killed him three more times. This may be a form of eternal torment for Sindig (the werewolf). This would actually make perfect sense with previous lore, in a Umaril sort of way, but it reveals a really freaky power of Hircine. AFAIK the barriers between Nirn and Oblivion are only really there to prevent actual daedra from invading. Hircine might just be able to dump thousands of werewolves into Nirn.

So what other lore details have you guys noticed from the daedric quests?

I noticed that Mephala has sort of faded from mortal memory, or is at least not as prominent as she once was. I only played her quest once, but iirc she says something like there is only certain places on nirn that mortals can hear her now or feel her presence.

Whether this is down to Aka closing the barriers tighter than before at the end of oblivion or not is confusing to me because certain princes can project an aspect of themselves right in front of the player(Hircine) ect ... I dunno, the webspinner just seemed altogether weaker in Skyrim.

From Vaermina's quest, we also find out that Daedric artifacts can have their powers evolve and change over time. THe Skull of Corruption gains the ability to cause nightmares at a distance, by itself and without a wielder, after it is left without a user for a long time.

And the Ebony Blade grows more powerful when you kill people who trust you. Or at least this iteration of the Ebony Blade/ it being left alone for a long time. Perhaps Daedric artifacts in general change when they go un-wielded for a certain amount of time.

You know, there definitely seems to be a theme of daedric princes on the fall. Even mehrunes had his artifact torn apart and kept sundered.