If you are a student of world mythology, then you might have noticed that the definition of a demon is fairly nebulous. In modern English it refers to evil spirits generically, particularly those who possess people or torment souls in Hell. Every religion has evil spirits, and aside from being "evil" (i.e. their whole shtick is to cause disaster, disease, or other unpleasant things), they don't have anything in common.
D&D's demons, or fiends if you want to use the game jargon (I won't), are closely based on medieval Christian conceptions of demons. That is, they live in Hell and torment the damned. They may or may not be fallen angels. They want to enter the mortal world to cause bad things, typically by possessing hapless victims or making pacts with wicked people.
Demons in world mythology are extremely diverse beyond this stereotype. The appellation of "demon" itself is more accurately a description of behavior than of origin. Although mythologies with underworlds and hells typically described them as being inhabited at least partly by demons, demons are by no means limited to living in hell. Plenty of demons inhabit the mortal world and have no connection to hells or the underworld. They simply exist.
This may be seen in the origin of the word "demon" itself. It comes from Ancient Greek, where it referred to the personified spirits or deities of the human condition and abstract concepts. There were generally two types, the benevolent eudemons and the malevolent cacodemons. Few of them appeared in myths, but in an amusing coincidence both types were often chthonic or underworld deities as well. In English, the word "demon" used without qualifier refers to the equivalent of cacodemons. This shift in meaning came about as a result of Christianization, which demonized all pre-Christian spirits when converting the pagans.
Although plenty of gods and spirits in mythology can cause great suffering, what distinguishes cacodemons specifically is that they cannot be placated. Many gods were amoral and their attitude toward you was proportional to your interactions with them. The Greek gods were psychopaths, rapists, and had insanely fragile egos, but their wrath could be placated by offerings and obedience. Even eudemons can inflict horrible punishments if you piss them off. Cacodemons cause suffering because they can and nothing will drive them away short of exorcists.
In ancient times, diseases were believed to be caused by demons. Then they were believed to be punishments inflicted by the gods for bad behavior. Then they were believed to be caused by imbalances of humors and miasma. Then germ theory cast away these superstitions and showed that diseases were caused by tiny invisible pathogens, not punishments or humors. Ironically, the ancient belief in demons had far more in common with germ theory than any belief that came between them. When you get right down to it, how much difference is there between a demon possessing your body to cause illness and a pathogen swimming in your bodily fluids to cause illness?
Despite their malevolence, cacodemons in mythology are sometimes known to serve protective roles. The wind demon Pazuzu had a rivalry with the miscarriage-causing she-demon Lamashtu, so amulets depicting his likeness were used to protect pregnant women and children from Lamashtu. The gorgons were so terrible that their visage turned onlookers to stone, but amulets depicting their likeness were used to protect the temples of oracles. The logic here being the ancient "fight fire with fire."
There some evidence that so-called demons were worshiped in addition to being feared. The distinction between demons and gods was itself sometimes fuzzy. Presumably this operated on the same logic as the psychopathic Greek gods: praise them to appease their wrath. (For example, statues of Pazuzu depict him with a phallus the size of a snake, or even literally a snake. This despite him never being associated with virility except in his supposed protection of pregnant women.)
Something I wanted to do was to adapt these diverse depictions of demons to fantasy gaming. Demons are not simply alien creatures from the lower planes, but personifications of the abstract. Diseases are caused by demonic possession, natural disasters are caused by demons of the skies and seas, the visages of certain demons may ward away their rivals, and Death itself is an ambivalent chthonic demon who reaps souls without judgment or malice.
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