The dagger should best used by Thieves. Another class may be able to wield it, but the dagger should somehow gain better benefits if your thieving skills are developped.
This might include the addition of poison damage, better accuracy, the ability to do critical damage via backstabbing (stealthy attack where the monster does not see you until you strike... due to sneaking or other stealth abilities).
Backstabbing:
--> Action:Performs a critical hit when a monster is not aware of a foe.
--> Description: The only weapon you can backstab with is the dagger. Other weapons can do critical hits only by chance. Like in Morrowind, to perform a backstab, the monster must not be aware of you. This is done via stealth/sneaking skills.
Poison Coating on Dagger:
--> Action: For a long duration, a monster loses X hp/sec unless it has resistance/immunity or has the skill to cure it. The skill is only active until a dagger strike is done (so you must activate it again for every hit).
--> Description: This skill can be taught (like buying spells) by an npc in the thieves/assasins guild. You must also be a member of that guild. It helps to kill monsters without needing to continually strike a monster. The drawback is that it administers the damage slowly.