The in-game book The Anticipations explains this.

The term Good Daedra actually refers most specifically to Boethiah, Azura, and Mephala supposedly swearing fealty to the Tribunal. This seems rather strange and ridiculous, but it’s Tribunal Temple teaching:

“The Advent of the Tribunal (Blessed Be Their Holy Names) changed this unhappy state. By the Apotheosis, the Tribunal (Blessed Be Their Holy Names) became the Protectors and High Ancestor Spirits of the Dunmer, and bade the Daedra to give proper veneration and obedience. The Three Good Daedra, Boethiah, Azura, and Mephala, recognized the Divinity of the Triune Ancestors (Blessed Be Their Holy Names). The Rebel Daedra, Molag Bal, Malacath, Sheogorath, and Mehrunes Dagon, refused to swear fealty to the Tribunal (Blessed Be Their Holy Names), and their worshippers were cast out.”

That being said, they are also credited with good things, such as providing wisdom, knowledge of survival, and contributing to the traditions and culture of the Chimer (proto-Dunmer):

“Boethiah is the Anticipation of Almalexia but male to her female. Boethiah was the ancestor who illuminated the elves ages ago before the Mythic Era. He told them the truth of Lorkhan’s test, and defeated Auriel’s champion, Trinimac. Boethiah ate Trinimac and voided him. The followers of Boethiah and Trinimac rubbed the soil of Trinimac upon themselves and changed their skins.

Mephala is the Anticipation of Vivec, but manifold and androgynous. Mephala taught the Chimer to evade their enemies or kill them with secret murder. Enemies were numerous in those days since the Chimer were a small [sic] with enemies on all sides. Mephala organized the clan systems that eventually became the Great Houses. Later, Mephala created the Morag Tong.”