There are five different types of daggers in Devil Daggers. These daggers do not change anything in-game, they're more like extras that you unlock as you progress. You pick them up in the dagger lobby, and then the game starts. Each dagger makes a different sound.

Default Dagger
Unlocks at N/A
Bronze Dagger
Unlocks at 60 seconds
Silver Dagger
Unlocks at 120 seconds
Golden Dagger
Unlocks at 250 seconds
Devil Dagger
Unlocks at 500 seconds