When Philip Pullman wrote that line, the first line of The Golden Compass, he had no idea what a "daemon" was. He just knew he had a problem to solve, since he'd already written several versions of the first chapter, where Lyra sneaks into the Retiring Room of Jordan College and hears things she isn't supposed to hear. The chapter wasn't working, because there was nobody for Lyra to talk to. There's a reason the Hardy Boys did all their eavesdropping as a duo.
So, Pullman invented a "daemon," and made up its attributes as he went along.
(All this is according to one of the documentaries which comes with the Golden Compass DVD.)
There are people (not writers) who like to think that writers have everything planned out before they start writing, both the plot and the underlying themes. Some, at least, do not.
When Randi first appeared, in U-town, it was because I was thinking about a joke which starts, "A guy comes into a bar, talking to himself." I don't know of a joke like that, but I'm sure there is one. Then I started to speculate about who Chet might be talking to, if he wasn't talking to himself.
Daphne was introduced because it occurred to me that none of the characters had pets, and I thought it would be good to introduce a pet (since many people do have pets, and I've even had a few myself). Now it's hard to think about Pete without Daphne, almost as hard as it is to think about Lyra Belacqua without Pantalaimon.