Good? Bad? What is the difference, besides what we mortals percieve with our limited minds?
As per your inquiry pertaining to the creation of the Daedra, I would direct you to this passage from "The Definitive Guide to Daedra"
Creation Myth
If you read "The Monomyth", "The Anuad Paraphrased" or "Sithis", most of these myths are conflicting each other. Thanks to our resident loremaster, Proweler, for helping me drawing a straight line of those myths. So here is roughly what happened during the Dawn Era.
In the beginning there was only void, a vast nothingness. This is Sithis, a state of nothingness and constant mutation. The Aldmer called the void "Anu." In fact, Anu and Padomay (Is - Is Not) are part of the void. The interplay of Anu and Padomay created the Aurbis. It is the Gray Center between Is and Is Not of Anu and Padomay. It contains the realms of Aetherius and Oblivion, as well as others in less structured forms. The Aldmer see the Aurbis as Anuiel, the Soul of Anu the Void.
At first the Aurbis was turbulent, and things did not last. This is because Anuiel was using Sithis to ponder himself in every possibility. In any case, from Anuiel and Sithis sprang the et'Ada, or the Original Spirits. The et'Ada did not align to anything yet, they moved towards the light or the dark, and then returned in the opposite direction without their own notice, dissolving when they hit the perfect gray again. The first et'Ada were new and they often made mistakes, for there was hardly time to practice being things before. So most things ended quickly or were not good or gave up on themselves. This was a violent time.
Akatosh, (known as Auriel by the Aldmer) one of the et'Ada, discovered how to avoid this process or was given the knowledge by Anuiel. The knowledge was Time. Soon the et'Ada filled the Aurbis until the Aurbis was full and separated in two groups. Those who align to Anu reside in Aetherius and those who align to Padomay reside in Oblivion.
Lorkhan aligned to Padomay, but preferred the state of Sithis rather than the separation. Lorkhan brought a concept of a world, of becoming mothers and fathers, of being responsible, and making great sacrifices, but with no guarantee of success to all of the et'Ada. The et'Ada were split into two factions. One faction was excited and immediately started the project. Magnus (et'Ada of Magic) participated as the architect on the creation of the world. Kynareth (et'Ada of Air) provided the space for the world in the void. Akatosh, Y'ffre, Zenithar, Julianos and many others were part of this faction that is now known as the Aedra. The other faction of et'Ada who did not want to participate on the project is now known as the Daedra.
In the begining, ideas came into being, some found existence difficult and faltered. After some time (ironically, time hasn't come into being at this point), Akatosh comes into being, and the idea of Time forms. This made it easier for other ideas to form and last. Eventually, the Aurbis filled with spirit/ideas. One of these spirit/ideas felt that they should create a world where they can be mothers and fathers, where they are not infinite (face it, being infinite becomes boring after some time). These spirit/ideas were/are known as the Aedra, the Ancestors. Some spirit/ideas felt that giving up parts of themselves was stupid, they scorned the Aedra, prefering instead to keep their infinity. These spirit/ideas are known as the Daedra, Not Our Ancestors.
Hope this answers your question