Like for my Khajiit character, she reveres the Daedra and being a cat person likes the Moons. So her daggers are called Daedric Dagger of Masser and Daedric Dagger of Secunda, her helmet is called "Helm of Mephala's Whispers" etc.
Well, there you go.

Question about Daedric Daggers: do they have scabbards if you wield them in your primary hand?

The main reasons I use Ebony Daggers on my chick assassin are:
1) They look a little more ladylike than Daedric ones.

2) They have scabbards when worn on the waist and for some reason I suspected that the Daedric ones don't.
3) With the backstab/throat slash animation the Ebony Daggers look a little more natural since the spine looks more like a sharpened edge than the spine of the Daedric Daggers.
