Nocturnal is a daedric princess whose sphere is the night and darkness. Nocturnal is usually depicted wearing a cloak and a cowl with a raven perched upon each of her hands.
She is particularly revered by and associated with thieves across Tamriel. They associate her with shadows and have often made attempts to steal from her to prove there greatness. The first Gray Fox of the Thieves Guild, Emer Dareloth stole the gray cowl from Nocturnal and the common phrase used amongst thieves, ‘Shadow Hide You’ as a code, to praise Nocturnal, or literal expression of hope is inscribed on the cowl in daedric letters.
A highly secretive cult known as the ‘Nightingales’ swear oaths to Nocturnal and in return for an eternity of servitude to her receive ‘gifts’ that enhance their skills in stealth and allow them to more easily continue their line of work as thieves and/or assassins. Very little is known about the Nightingales as they rarely leave any trace of their existence and quickly erase any possible evidence to such an extent that even most thieves believe them to be purely myth.
Nocturnal has many realms and the one known to mortals, Shade Perilous has since become isolated and unreachable after the Spire's destruction in Battlespire. Three artifacts are associated with Nocturnal:
Gray Cowl of Nocturnal: Improves sneaking, detects life, lightens load, and wearer becomes the ‘Gray Fox’ (all crimes committed while wearing the cowl are attributed to him).
Skeleton Key: Indestructible, improves lockpicking, can be used to manipulate ones environment.
Bow of Shadows: Grants invisibility for a limited time and increases speed.
In Daggerfall she rewarded the player for slaying a rogue mage who caused her grief.
In Oblivion an object called the Eye of Nocturnal (possibly an actual eye) was stolen from her shrine in Cyrodiil and she rewarded the player for it’s return.
In Skyrim she made the player a Nightingale and granted special abilities as a reward for retrieving and returning the Skeleton Key and slaying the Nightingale who broke his oath and took it.