My impression is that for the Greeks, they were explanations for natural processes. Why does the wind blow suddenly? Demon. Why did that rock fall into the sea? Demon. Why did i remember to pack some cheese? Demon.
Some of what the world does is helpful, and some of it is harmful. So demons can be benevolent or malevolent.
I'm not sure about this, though.
Edit: Cut Roman from malevolent side because I'm not sure.