(note for this build all races are playable as you are possessed by a daedra as long as the character you create is likely to summon daedra and not an anti magic nord. Also I decided to leave out the race in the backstory though I chose to be a young Redguard sorcerer who summons a Daedra to get flowers for someone he liked in his village)
A young man once lived in a village separated from the rest of society the man was relatively healthy from helping around the village and as most in Tamriel do he knew the basics of magic. One day he fell for a young maiden who helped in the local inn he decided that he could express his feeling for her by giving her a gift. Of course the big question what would he get her the young man settled for flowers and decided that flowers from the realm of oblivion would impress her. He knew enough about summoning and was more talented than he knew once the daedra was summoned after days of preparation the daedra told the young man his story about how he had failed in his service to take the imperial for meruhnes dagon (sorry for spelling cant be bothered to check) the Daedra had been tortured for ages for his failure and this he had managed to escape because the young man had done a ritual the summonned specifically him "knowing that I was a commander for a daedric prince do you really think it wise to summon me"the daedra said testing the mans resolve the man paused for a moment then answered "I am willing to do anything to please the one I love even if it isn't so wise" the daedra laughed at the young man "anything... how interesting of you mortals. Very well in order for me to bring you the finest flowers in all of oblivion I will need a black soul gem as compensation" the young man had a black soul gem as part of his summoning equipment and quickly passed it to the daedra lord as soon as it touched the daedras hand he found that the daedra has disappeared when he tried to move he found he no longer could move he quickly realised that he was seeing from inside the black soul gem at himself. The daedra had taken over his body the man who looked like him crushed the soul gem in his hands as it broke into fragments he heared a laugh that sounded just like his. The Demon King then goes on to burn the village the young man lived in to the ground but unfortunately gains the attention of some Daedra Hunters and has to get out of dodge.
The Demon King had escaped Oblivion and mehrunhes dagons torture of him for his failure during the oblivion crisis. He looked just like a standard Tamriel citizen however he was now in a mortal body and if he dies he will not return to oblivion he will die. he leaves the village and travels across Tamriel because this is not his body he finds that he is no longer as powerful as he once was. He finds a special talent for magic, enchanting and smithing in his new body and travels to skyrim in an effort to research how to become immortal, magic and to escape some of his past actions in the village where he burnt it to the ground and gained the attention of some daedra hunters. He is caught on the border and will be sent to helgen. upon escaping he heads the college of winterhold and continues his studies of magic and immortality (NOTE if you want to do the main quest of skyrim and the dragonborn questline you can do it by saying the man you possessed was the person with the dragon blood however it is may ruin your immersion if you want to roleplay a demon who isnt likely to be a dragonborn however if you want to play a character who is kind of a bad hero of skyrim go for it as its what I did and I enjoyed it)
The Demon King will then do the Dawnguard questline so that he can research vampires and their immortality he will accept harkons gift and become a vampire this grants him the immortality he needs to gather his wits and plan what to do next. whilst he does this he begins to see himself in a new light as a Daedra from Oblivion he had always been a servant now though in his new body he could summon his own daedra and he was the most powerful person he knew. He begins to see himself as a Daedric Prince at this point in time he just thinks of himself as better than most of the other daedra.
He will then kill Harkon and upon realising vampires are servants of Molag Bol will either cure himself because of this, kill Harkons court or continue being a vampire taking care to control his abilities. He will then also join the Dark Brotherhood and do their questline becoming the listener but only really in it for the killing as he thoroughly enjoys killing and wont care to serve sithis. He will also gather the daedric artifacts in efforts to study and gain power from them and as he's in a mortal body will not be recognised by dagon and will trick him into handing over his daedric artifact.
After gathering all artifacts, killing mirrak, killing alduin, killing harkon and having mastered his studies, gained daedric armor and also killing the emperor the Demon King will then fully start believing he is a Daedric Prince.
You can choose what you are the prince of I decided to be the Daedric Prince of Power (sounds similar to dagon but he was a servant of him). After this point if you haven't done side quests along the way there really is no point in doing them as a Daedric Prince does not deal with say a skeever problem so if you want to do side quests DO THE SIDEQUESTS AS YOU GO. k.
You will also NOT KILL Parthunaax because you wont give 2 poops about what the Blades want you to do (also Delphine).
You will also NOT GET MARRIED like srsly your a Daedric Prince you dont marry mere mortals.
for your name choose a Daedric name of something demonic
Once you have the setup I intend you will be super OP firstly you will have the necromage perk with vampirism (if you want of course though it makes u more powerful) You will also have an amulet of Talos purely for the 20% shout bonus and the blessing of Talos this combined with the necromage perk results in you being able to shout almost all the time slow time is particularly fun to use with ice spells. You will also get Daedric armor and fully smith it to legendary and add to it the enchants that reduce the cost of destruction by 20% adding this to the armor and a ring of your choice means you can cast as much destruction based magic as you want. The other enchant can be resist fire if your a vampire and also reduce the cost of another school of magic.
After you have done this you will be extremely powerful and there wont really be anything I can think of that would cause any real problem for you, you may also wish to turn the difficulty up at higher levels for this character if things get too easy.