Azura

Azura is the Daedric Lord of Dusk and Dawn, the magic between Day and Night. Her sister is Nocturnal. She is known to be one of the more merciful and benevolent Lords, though her wrath is swift and painful when it is brought about. She oversees the Daedric Realm of Moonshadow, a beautiful world of blurred colors, streaming together, and air like perfume. The ones who visit this realm are mostly of either the Dunmer of Morrowind or the Khajiit of Elsweyr, as both revere Azura, though in different respects. Azura can be Summoned on the 21st of First Seed, or during the times of dawn or dusk at her shrine in Cyrodiil.

Appearance
Azura is the Daedric Prince of Dusk and Dawn, and also given titles such as Mother of the Rose and Queen of the Night Sky. Her sphere is the period of transition and change, as seen in the constant twilight of her realm of Oblivion, Moonshadow.

Moral alignment
Azura, unlike most of her Daedric peers, is consistently described as a "good" Daedra. While Azura's actions frequently benefit her worshipers, or at least appear to be driven by just motives; applying the concept of "good" to a Daedric Prince is just as inappropriate as applying the term "evil". Attributing Azura's actions to an inherent sense of goodness could potentially be dangerous, especially as she has been shown to enact strict revenge when angered.

History
Azura is known to be one the three Good Daedra in Morrowind, along with Boethiah and Mephala. They were worshiped by the Chimer prior to the apotheosis of the Tribunal and their becoming the Dunmer. The Tribunal recognizes them as the anticipations of themselves, Azura being the Anticipation of Sotha Sil. She taught to the Chimer the ways to be different from the Altmer.

Nerevar
After Nerevar's defeat of the Dwemer, he summoned Azura to ask what to do with Kagrenac's tools; Sunder, Wraithguard, and Keening. She told him how to separate the power of Lorkhan's Heart from the Dwemer, and, in doing so, Nerevar caused the Dwemer to all simply disappear. However, there are many controversies surrounding this, such as the belief that the Dwemer caused their own disappearance. Azura then instructed Nerevar and the Tribunal to never use the Heart's Power for themselves. However, Dagoth Ur,Sotha Sil, Almalexia, and Vivec did just that and became like gods. It is said that Nerevar fought against them for their betrayal but was killed. As punishment, Azura caused Red Mountain to erupt, causing a unheard amount of ash to cover all of Morrowind. She then prophesized Nerevar's reincarnation who will end the Tribunals' godhood. This prophesy became known as the Nerevarine Prophesy.

Relationship with the Dwemer
It is hinted in the book "Azura and the Box" that she harbored a hatred for the Dwemer race before they gained access to the Heart. The book tells of a Dwemer asking Azura what was inside a box he was holding. Being a goddess, she knew immediately that there was a flower with red petals inside, but when the Dwemer opened it, there was no flower. This told many that, while the Daedric Lords were omnipotent, they could be tricked, acting as a chink in their armor.

Third Era
During the third era, Uriel Septim VII released an unknown prisoner, born of uncertain parents, to Vvardenfell, an island in northern Morrowind, believing the prisoner may have had a chance of being the Nerevarine, the reincarnate of Nerevar. Azura somehow blessed the prisoner and guided him along his way of proving his identity. After being named Nerevarine by the four Ashland tribes and Hortator by the three great houses, and with Vivec's help, the prisoner destroyed the resurfacing House Dagoth and Dagoth Ur, who planned to create and animate the great golem, Akulakhan. In the process, the Nerevarine destroyed the Heart of Lorkhan, severing the Tribunal from their source of godhood, making them, merely, very powerful mortals, finally fulfilling Azura's prophecy.

Azura and the Khajiit
The Khajiit also worship Azura, spelled Azurah in Khajiit mythology. According to their legends, Azurah was one of the many children of Fadomai (Padomay), and the only of her children who did not abandon her as she neared death. Fadomai gave Azurah three secrets as reward for her loyalty, telling her to choose one of the children of Nirni, the mortal races, and change them and name them Khajiit. The Khajiit were given the three gifts: to be the most beautiful, clever, and fastest creatures in the world; to be the best climbers in the world; and to be the best deceivers in the world.

Creation of the Khajiit
Azurah waited as Nirni gave birth, and as Lorkhaj created a place for them to live. Nirni saw many of her children die and many fled to the stars, and of the rest, Nirni was most sad for the forest people (presumably, the Bosmer), whom she felt had not found their place. Azurah came forth and changed some of the Bosmer into the various forms of the Khajiit, and bound their birth and growth to the moons, Masser and Secunda.

According to the Khajiit book, "Words of Clan Mother Ahnissi to her Favored Daughter", Azura had a hand in the creation of the Khajiit race, as she had been given the three secrets of creation.

Cyrodiil
Azura has a shrine in Tamriel, located in the Jerall Mountains to the north of Cheydinhal. In her quest, she sends you to a nearby mine where some of her worshipers have locked themselves inside. The worshipers had been turned into vampires, and Azura requests that you put them out of their misery. As with most of Azura's quests, you receive Azura's Star as a reward.

Skyrim
Locating the Shrine of Azura, the Dragonborn speaks with Aranea Ienith, the last priestess of Azura in Skyrim. Before coming to Skyrim, her people were cultists in Morrowind. Azura sent them visions of the eruption of the Red Mountain and they fled to Skyrim to rebuild their shrine. Sometime after Aranea became a priestess, Azura's Star was stolen by Malyn Varen, a necromancer who wanted to exploit the artifact in order to preserve his soul, immortally, within. The Dragonborn may have agreed to seek the star and recovered it at Ilinalta's Deep. They either took it to Nelacar, who turned the star black, or brought the Star back to Azura, who helped them purge it of Varen's spirit. Had the Dragonborn brought the star back to Azura, she dubbed them her Champion.