Specifically for BG3, unless Larian has changed Shadowheart's stats again, dagger is the best melee weapon for her. She can't use short sword because it's a martial weapon, and her STR is abysmal, so her starting mace is "as useful as a marzipan dildo".
Also, you can equip the dagger to the off-hand of any character who doesn't use shield or 2h weapon for any reason, and get an extra attack, however weak, right at level 1 (that however requires their main weapon to also be Light). This one isn't particularly useful in BG3 because there are many ways to use a BA here, but in the other game it is a viable approach on low levels for high-DEX non-frontliners.