Some of the Daedric artefacts come from shrine missions, where you must interact with the spirit of the shrine and perform some crazy ol’ quest for them and others you’ll come across in Skyrim.
For the most part these beings and their actions are evil, so in getting 15 Daedric artefacts, the chances are you're going to have to destroy plenty of evil spirits along the way. ( Missable and Glitched) Daedra within the Elder Scrolls series basically means divine and powerful beings.