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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.
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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.
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