These are demonic/angelic bachelors who each represent a negative or positive trait or activity in the continent of Tamriel. However, if there was one thing (among many) which Skyrim would only be half as fun without, then it would be the Daedric Princes, basically the good/bad/morally ambiguous gods. All its components and aspects melodically work together to provide the longest lasting game of this decade.
There isn't one thing that makes The Elder Scrolls V: Skyrim fun.