Honestly, our player character does dealings with the Daedric princes all the time, so why are all (well, most...) their minions out to kill us? Are the ones we find wandering the land, like, outcasts or something?

Mehrunes Dagon's minions don't seem to like mortals very much. In the very least, they consider them enemies. Summoned Daedra are bound to do the bidding of their masters, although they have an understandably hostile reaction when they manage to break free. From what I've seen, the Shivering Isles aren't so bad about this, and while there are hostile Daedra (Hungers and Flesh Atronachs) they're not actually servants of Sheogorath.

All that aside, Daedra seem to look down upon mortals, as mortals are short-lived and do not retain their memories when they are reborn. And the fact that many of the princes are more interested in mortals than their loyal, eternal servants also probably contributes to having contempt towards mortals.

The Daedra we find wandering the land are not outcasts, they're the Daedra conjured by Conjurers. They're technically temporary, and will return back to Oblivion in time, but some Conjurers are just really good and can have extremely long summons, so the Daedra can just roam around for years.

As to why they're hostile, most Daedra are monsters, like the Hunger, Ogrim, etc. The more intelligent Daedra, the Dremora, Golden Saints, are hostile out of a superiority complex.

Ultimately, Mundus is the enemy of Oblivion and vice versa. Deep down, mortals know it and Daedra know it. Daedra are just more in-tune with their actual purpose than mortals are, thus Daedra are hostile.

I pronounce them like Dead - Rah.
I know that probably I'm wrong since most in-game npcs in Oblivion pronounce them more like Die - Drah,but I think Dead-Rah is more interesting since it kind relates them with death,and except that it's somewhat easier to get used on Dead-Rah for me,because it reminds me of a word of my own language that is pronounced Thead - Rah.

I think that their immortality is also a source of hostility, at least for the more sentient variates. From what I understand, getting sent back to that pool in the realms of Oblivion is a particularity painful process. Also going through the messy, visceral and painful passage of death over and over and over again can't be good for the psyche.

Because they're pricks.

Listening to Martin Septim, I think Day-dra is the proper pronunciation.

Daedric Princes are selfish to an infinite degree. Everything they do is for their own benefit. As for their followers, I chalk it up to insanity. You'd have to be insane to worship one of the Princes of Misrule.

That's what I've thought, but I'm almost certain I've heard it pronounced Dee-dra as well. Can't remember where.

In the game Oblivion, it's pronounced both ways by various NPCs. I consider it in the same manner that I regard the various Western interpretations of the pronunciation of China's capital (Peking, Beijing, Beiping, etc.): the exact sounds aren't available in the local language, so something "similar" is used, and any pronunciation of "Daedra" in Cyrodiilic is going to be no more than a rough approximation.

A few historic examples:

The name of the famed conqueror "Alexander" is pronounced something along the lines of "el Iksendar" in portions of the Middle East. Which is correct? Most likely, neither.
Caesar is spelled or pronounced as "Kaiser", "Czar", "shezzar", 'seezer", and various other ways in different languages. According to the few shreds of Latin that I know, the German pronunciation is probably fairly close.
One of the medieval generals was called "Clovis" in English. Some evidence suggests that his Germanic name was actually "Schlodwig", with the "w" pronounced as a "v".
"Steven" is "Stefan" in German, and in Hungarian it's "Istvan", with the "s" pronounced as "sh", which may also be related to the Spanish "Estefan".

It's also apparent that many of the traditional "biblical" names have been so Westernized as to be almost unrecognizable from their original forms. The early Judean names "Jehu", "Jereboam", and others with the "Je" prefix ("J" did not exist at the time, so "I" was used) may have had the same origin as the "Ya" or "Ia" in the early form of "Yaweh" for god, which may have been pronounced the same as "Jehu", or perhaps even as "Yahoo".

Languages evolve, and it's difficult to figure out how something may have been pronounced at one time. The alphabet in Tamriel is supposed to have originated from Daedric, and the spoken form may have had similar roots, but has evolved into something totally different. Most likely, most mortals can't properly pronounce "Daedra", so there's some question about the "proper" form even in Tamriel.

As for hostility, wouldn't you be hostile too if somebody kept calling you a "gzchooomunnng"?

Then there that fact that any Daedric armor and weapon one comes across are made with some Daedra's soul into it. Being trap in there for god know how long and somehow got out of that prison, one would be really piss being use in such a way.