When he opened the Hourglass at the start of Sands of Time, the Prince inadvertently set into motion events, which would reach far beyond his adventure at the Sultan's palace.
He was supposed to die... but as we all know, not only did The Prince survive the opening of the Hourglass, he managed to reseal the sands and prevent the disaster from ever occurring. He had changed his fate. This was a terrific thing for the people of his kingdom, but a virtual death sentence for the Prince.
Fate doesn't like to be pushed around. And when an individual, through some incredible act of bravery, heroism, or luck, manages to avoid his or her fate, a Dahaka is spawned.
The Dahaka's job is simple: restore things to the way they should have been. And since The Prince "should have" died in the Sultan's palace, it's the Dahaka's job to make that happen. The Dahaka is really good at its job. So good, in fact, that in all of recorded history, there is no mention of an individual managing to escape its grasp.
And so ever since The Prince defeated the Vizier and resealed the Sands of Time, he's had a new enemy to deal with - one which he cannot seem to harm.
Initially, The Prince sought training - with skilled warriors - and later, on the field of battle. Driven by a desire to be rid of this creature he threw himself into the fray with little concern for his own personal safety. If he was to have any chance of killing this thing, he'd have to become a master swordsman. The enemies he fought and faced seemed insignificant compared to this beast. And when he wasn't fighting, The Prince was avoiding The Dahaka - by travelling to the furthest corners of the known world. It was only a matter of days - sometimes mere hours - before The Dahaka would find its way to our hero's location, forcing him to move once more.
People ignorant of The Prince's true situation just assumed he'd gone mad. He raced about the world, rarely sleeping, always fighting. But the truth of the matter is he's up against an apparently invincible creature which is never more than a few steps behind him. And it's driving him him mad...
Extract taken from a Q&A with Yannis Mallat, Producer, Prince of Persia 2