They do indeed exist! Demons are pure evil non-corporeal entities that reside in the 5th dimension, and on occasion make their way to our four dimensional Universe to cause hellish havoc, and haunt humans along with attempting to corrupt their immortal souls. They are primarily composed of fallen Angels who fell from the grace of God, and chose the selfish sinister path of evil in service of Lucifer, the first, and most powerful fallen Angel who leads them down the fire ridden road of hell. He was in fact an Archangel, which is a high level Angel, who lured Angels to follow him into Demonhood. Utilizing his Archangel gift of spirit creation, he harnesses the collective demonic consciousness to create new demons every so often in order to increase the population as other demons are vanquished from existence by the forces of good. A small number of demons are also various extra-dimensional entities, Jinn(the origin of Genies), and humans of exceptional evil invited to join their unrighteous ranks.
When they’re able to enter our dimension, usually partially out of phase with our Universe, they often become poltergeists, and violently haunt people, and places of past terrors, tragedies, and death. They can also possess humans, animals, or even inanimate objects. In fact the possession of an ancient human to the point of DNA alteration, coupled with a human mating, created the first vampire. On rare occasion they gain the unholy power to take physical form in our reality. They are also responsible for a wide variety of supernatural beings, and Cryptids that lurk about the nebulous dark shadows of the night.