Sacellum of Boethiah, east of Windhelm Stables.

Shrine of Azura, south of Winterhold, east of Sightless Pit, on the peak of a mountain.

For example, upon entering Silus Vesuius' home, you can kill him, resulting in the failure of Pieces of the Past. This is usually achieved by killing the mortal quest giver. However, a few of the quests can be failed. Most of the quests can only be removed from your 'to do' journal upon completion.

In some cases, you can start the actual Daedric quest by simply visiting the shrine or other location where a Daedric worshipper can be found.

It is not always necessary to obtain the Pointer Quest before starting the main quest, but it is the most likely way that you will find out about the Daedric quest. Most of the Daedric quests also have an associated 'Pointer Quest', which is a miscellaneous quest objective you may be given that leads you to the actual Daedric quest. Daedric Quests are not considered Side Quests. Sixteen Daedric Artifacts are available in total (note that the Skeleton Key is not considered to be a Daedric Artifact in Skyrim). The Daedric Quests are quests that are completed at the request of one of the Daedric Princes, for some kind of reward, usually a Daedric artifact.

Daedric princes skyrim quests