That's not really easy to explain but I'll try. Sometimes we say a longer sentence: "E daí, qual é o problema?" ("What's the problem with that?"), other times we just say "E daí?" and the "qual é o problema?" part is implicit. You say the same in English: "so what?" implies "so, what's the problem?"
"E daí?" means the "with that" part and the rest is implicit. You could say it like "And about that subject you talked about, what's the problem?"
could it also mean "what then" situationally?
from the lesson tips: Some additional usages of "daí"
Since "aí" is a very flexible adverb, the contraction "daí" will also get some special meanings.
Besides meaning the literal "from there (where you are)", it can also mean "thus/then/so". A very common expression is:
E daí? = So what? (What then?)