This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
Daemon threads aren't really that different from a normal thread. The key is that they are then dependent upon another process. When that thread dies, so too, does the daemon thread. I would expect daemon threads to appear on the exam.
I think the main things you need to understand about Daemon threads is that the JVM will exit once there are no non-Daemon threads (user threads) running. Also, when you spawn a thread it will get the same status as the thread that created it, unless explicitly set using setDaemon(boolean).