The Elder Scrolls IV: Oblivion Guide - Daedric Shrine Quests
Location: Far north of Cheydinhal.
Requires: Glow Dust
Level Requirement: Level 2
Reward: Star of Azura
Azura's Shrine is located far north of Cheydinhal, right above the first 'n' in the faded 'County Cheydinhal' text on the world map. Travel to Azura's Shrine and speak to Mels Maryon there. Mels Maryon's disposition must be at least 60 before he'll tell you how to converse with Azura. Raise Mels Maryon's disposition if need be, and select the 'I wish to summon Azura' dialogue option while speaking to him. He tells you to activate the statue at dusk or dawn and to leave an offering of Glow Dust. Your character must be at least level 2 to begin this quest.
Visit the Azura's Shrine at dusk (5:00PM-7:00PM) or dawn (5:00AM-700:AM) and leave an offering of Glow Dust to summon the Daedra.
Glow Dust can be acquired from a Will-o-the-wisp. These creatures aren't very common, so alternatively, you can travel to Skingrad and purchase Glow Dust from the 'All Things Alchemical' shop there. When you have one portion of Glow Dust, return to Azura's Shrine. Activate the statue anytime between 5:00AM to 7:00AM, or 5:00PM to 7:00PM, and offer the Glow Dust to the altar to summon Azura.
Azura tells you of her five vampiric followers who have sealed themselves away in the Gutted Mine southwest of the shrine. To earn her reward, you must eliminate the vampires in the Gutted Mine to end their eternal suffering.
The Gutted Mine, which is normally sealed, will be opened by Azura so you can enter. The mine is not far from Azura's Shrine, so just follow the active quest marker on your compass and you'll be there in no time. Inside the Gutted Mine are the five afflicted followers who you must put to rest.
If you character happens to contract Porphyric Hemophilia (aka the 'vampire disease') and you aren't partial toward having your character turn into a vampire, there are two ways to impede the transformation: visit a chapel in one of the major cities and pray at the altar there, or down a Potion of Cure Disease. To discern whether or not your character has contracted Porphyric Hemophilia, pull up the Active Effects menu and check each of the effects listed there to determine if they stem from the disease.
The Afflicted Brethren inside the Gutted Mine are quite tough, because as vampires, they're naturally stronger than the enemies you're used to facing. Furthermore, you'll likely end up facing more than one of them at once. If you are experiencing difficulty fighting Azura's followers, consider retreating outside; the vampires in pursuit will most likely follow, but at least you'll have more space to move around. There's a trip wire at the start of the cave, so be sure to hop over it.
Travel to the Gutted Mine and put Azura's vampiric followers to rest.
Once you have managed to defeat the five vampiric followers, return to Azura's Shrine and activate the statue there. For completing her quest, Azura rewards you with the infinitely useful Azura's Star artifact. Azura's Star, which acts as a re-useable Grand Soul Gem, is arguably the best item in the game; with it, you can keep the charges of your enchanted weapons topped up. This artifact, coupled with a weapon enchanted with Soul Trap on strike among other effects, is an impressive combo indeed.
If you seek Azura's Star as a means of completing one of the quests in the main questline, you are misguided in doing so. You do not want to give this item to Martin because once he has it, it's gone, and you won't be able to obtain another one. This artifact is much too valuable to give up. Furthermore, any other Daedric artifact can be given to Martin to satisfy the objective in question, and there are several more suitable for sacrifice, particularly Sheogorath's Wabbajack.