Disclaimer: don't own them
It was a dark night when the gates to Oblivion opened in the great city of Kvatch.
As the daedric hordes descended onto the city something woke in a dusty treasure room in the bowels of the castle. A careful observer would have noticed the impression of a grin (though none would have been visible) and a clear sense of glee.
The being left the room and tore through castle and deadra alike (often causing screams of pain and fear in the latter), and jumped through the open Oblivion gate.
As the guards made their way to the main square shortly afterwards, all they found was a multitude of daedric body parts and a scorch mark where the gate had once been standing.
When later a chest was found to be missing from the castle, it was thought to have been stolen in all the confusion. (Although no one could be found guilty of the theft)
But long after the pitter-patter of little feet could be heard on the planes of Oblivion...