https://elderscrolls.fandom.com/wiki/Daedric_Artifacts_(Skyr...)
Daedric artifacts are unique weapons/armor/etc that you earn through doing certain quests related to the Daedra, such as the Wabbajack from Sheogorath during the mission '
Minds of Madness'. Above is a link to the Fandom page listing all of the Daedric artifacts; there are 18 in total, but the Skeleton Key obtained in the Thieves' Guild storyline does not count towards the achievement.