If you look at all religions there are demons. Most are derived from the gods that the people recognized. They are simply part of good/bad, ying-yang, theory. Where there is good, there is most assuradly evil.
Yes, most higher level demons are actually angels that fell, either due to their own ideas or through disobedience of God/dess. Just know this, demons are not to be trusted nor are they someone to work with. They should be avoided at all cost. Make sure you are protected against such as well. There are grey areas, but stay in the light. Blessed Be...Cindy

I believe they are evil because they lead you down the wrong path. They lead you to everything that is not peacful and try to decieve you. They bring you anger, misfortune, depression, and probably mess with you in a whole number of different ways.