If you know Daniel Ch. 13, you know that Susannah was an extremely beautiful and virtuous woman, who was saved from an unjust accusation of adultery by Daniel (who apparently was the first to employ the art of separate cross-examination of witnesses.)
Chapter 13 of Daniel is one of the additions to Daniel in the Septuagint which is not in the Hebrew Bible...so it doesn't appear in Protestant editions of the Bible which follow the Hebrew canon. It's included in Catholic and Orthodox Bibles...I think it used to be included in Protestant editions in "the Apocrypha" which was placed between the Old and New Testaments, but in the early 19th century it became common for Protestant editions to omit the Apocrypha entirely.
The passage in The Merchant of Venice where Shylock says, "A Daniel! A second Daniel!" is probably an allusion to the story of Susanna, which was probably still familiar to most people in England in Shakespeare's time.