Is it possible to transfer items between my characters in Diablo III?

If all of these characters are on the same Battle.Net account, (ie, you're using a single Diablo 3 CD Key/login) you can do this by putting the dagger in your stash - the stash is shared across all characters on the same account. The stash is a treasure chest-like object that is usually near the town waypoint in whatever act you are currently in. It is represented by a "treasure chest" icon on your minimap.

However, hardcore characters cannot access items stashed in your "normal" stash, and vice versa. That is covered here:

Hardcore vs Standard Shared Stash Limitations

There's an intentional wall between hardcore characters and "normal" characters - therefore, there's no way to trade between them.

If they are on different accounts, (ie, you have to log out and log back in with a different account to switch between characters) your best bet is to get both characters into the same game and use the trade interface, or just drop the item on the ground and have the other character pick it up.

Again, since hardcore and "normal" characters can't be in the same game, you can't do this between a hardcore and "normal" character even if they are on different accounts.