The first Daughter of Coldharbour can be roughly dated back to at least the early First Era. Lamae Beolfag was a Nedic virgin who was raped by Molag Bal. It is recorded that after the ordeal, Molag Bal shed a droplet of blood on her brow and left her to die.
During the night she passed into death, but as her funeral pyre was still burning she emerged as the first pure-blood vampire.
Since Lamae, a tradition developed among Molag Bal worshipping cults which dictated that females be offered to him on the 20th of Evening Star, his summoning day. Few survive the ordeal and those who do emerge as pure-blooded vampires. Being selected as an offering was considered to be an honor that was not rejected lightly.
A prophecy written in the First Era by a Snow Elf named Arch-Curate Vyrthur foretold that "The Blood of Coldharbor's Daughter will blind the eye of the Dragon". This refers to the Tyranny of the Sun, an ancient prophecy that foretells the eternal beclouding of the sun. During the events of The Elder Scrolls V: Dawnguard this prophecy is pursued by Lord Harkon.