Quest: Blood of the Daedra

Martin is going to attempt to open a portal to Mankar's Paradise, but in order to do so, he'll need some ingredients. First on the list is a Daedric artifact. Martin can't tell you where to get one, but he will clue you into the fact that a Daedric cult would be the best option for tracking one down. Unfortunately, there are only 15 Daedric artifacts in the game (each accompanied by a specific quest), and whichever one you wind up with will be destroyed by Martin's ritual. If you want to go along with the game's suggestion, you can find the Star of Azura and offer it up to Martin. Unfortunately, the Star of Azura is somewhat too awesome to really sacrifice in this manner; if you want to use magical weapons or equipment, then you're definitely going to want to hold onto it. We recommend obtaining the Wabbajack from Sheogorath and offering that to Martin, but this will require you to either pickpocket someone successfully or pick a Very Hard lock.

A plague of dogs is one of the weirder things you'll encounter in Sheogorath's quest.

If you read the book Modern Heretics in the library (it's the large purple book on the third bookshelf from the left, but may also be near Martin), it will tell you the location of the Shrine of Azura, a much more modest shrine than was found in Morrowind. Talk to some of the followers there to learn that you'll need to offer Azura Glow Dust in order to speak to her. If you're attempting this quest as part of the game's main storyline, then you should be able to walk north from the shrine a bit to find some Will O The Wisps, at least in the nighttime hours, which drop Glow Dust when killed. Alternately, you may be able to find it in a shop inventory, say at the Finest Ingredients shop in the Imperial City.

As mentioned, though, there are 14 other Daedric artifacts to be found, and while many of them are powerful, not all of them will be useful to you. Here's a short list of what you can do and what they offer you in return, as well as whom you can speak to to find the location of the Daedric Shrine required to start the quest. You couldn't have spoken to them before now, as the options to get the Shrine locations were unlocked when you read the Modern Heretics book.

Now might be a good time to actually do a few of these quests and gain the items given to you as a result of completing them, depending on the level you have currently obtained. The Skeleton Key from Nocturnal is incredibly useful, as you might imagine. If you do want to go ahead and do Azura's quest only, though, here's a short walkthrough for it.

Azura

Killing all five vampires will be difficult, but it's definitely doable.

Azura's quest is alluded to in the main storyline, during the Blood of the Daedra quest given to you by Martin. If you wish to perform it then, then feel free to do so; otherwise, you can get another Daedric item and use that for the ritual instead.

Azura, when summoned with Glow Dust between the hours of five and seven (either in the morning or at night), will tell you a tale of five of her followers who slew a vampire, but were infected with vampirism themselves. Reluctant to share their gift with the rest of the world, they shut themselves into the vampire's mountain cave, where they've presumably lived ever since. Azura wants you to track down her followers and release them into the afterlife.

The Gutted Mine is further up the mountain to the northwest, so find it and head inside, but be ready for some tough, tough fights: bring healing potions, and preferably have some magical weapons charged up and ready to go. Three of the vampires are going to be wielding heavy melee weapons and will be doing heavy damage to you, so if you find yourself overwhelmed, try coming back later on. That's not even mentioning the fact that these guys are frickin' vampires, and can infect you if they hit you enough. Vampirism in its early stages is considered a disease, so be sure to bring along some Cure Disease potions if you head inside.

When all five of the vampires have been destroyed, loot their bodies and return to Azura's Shrine to nab Azura's Star, an infinitely reusable Grand Soul Gem.