Demon is sort of a catchall term for neutral to malicious supernatural beings, usually noncorporeal but not always. In some Christian beliefs a demon is either a fallen angel, or basically any spirit being that is not an angel. I don't agree with that belief, but there it is. (Apparently there are three different Goetic demons that are said to be Horus. Naturally, I'm skeptical of that claim.)
I know some demonkin that go by the fallen angel thing, and I know some that have no affiliation with that whatsoever. Some live in some sort of heirarchy within one of the realms known as hell, and some just wander around and do their own thing while answering to no one. Some demons just spontaneously appear out of the chaos. Some "demons" might actually be land spirits, fae, or even foreign gods that don't fit in with the labeler's world view. Some are deliberately malicious, some indifferent, some impulsive, some orderly, some misunderstood, some scary but not mean. Some will simply treat you with the same respect, or lack thereof, that you show them.
The subject of demons is so broad that you will have to narrow it down a bit before the research will mean much to you. What kind of being are you? What environment would you live in? What kinds of things would you do? Do you have an affinity for certain things? Saying that you're a demon is about like saying that you are a mammal, which could mean anything from an armadillo to an orca.