ARE THEY REAL

This is, of course, a really good question. How can we be sure they even exist? For a start, the Bible speaks of them. There are accounts of Jesus dealing with the demons that afflicted people in the Bible. The Bible warns us:
Joh 10:10 The thief does not come except to steal and to kill and to destroy. I have come so that they might have life, and that they might have it more abundantly.
The thief in this case is one who would rob us of quality of life, salvation etc. Demons, given the chance, will destroy us. Praise God that He sent Jesus to overcome this wickedness and give us abundant life!

And then there's personal experience. I don't know if you have seen a dead body or not, but if you have, the thing that strikes most people is that there's "no-one home". The body is an empty shell and the person has left. They have entered the spiritual realm. The realm where God is. Unfortunately satan and his demons are in the spiritual realm also.

I have had some dealings with demons, and while I do not consider myself an expert on the matter, there are things that I have learned that I hope will be of help to others.

WHAT DO THEY DO?

Demons can influence our lives in a number of different ways. I should point out here that they can't be blamed for every wrong thing that we do. A lot of the wrong that we do comes from the flesh, ie. our own desires, temptations, lusts, greed etc.
Gal 5:19 Now the works of the flesh are clearly revealed, which are: adultery, fornication, uncleanness, lustfulness,
Gal 5:20 idolatry, sorcery, hatreds, fightings, jealousies, angers, rivalries, divisions, heresies,
Gal 5:21 envyings, murders, drunkennesses, revelings, and things like these; of which I tell you, as I also said before, that they who do such things shall not inherit the kingdom of God.

The way demons work is a bit different. The works of the flesh comes from our own wrong desires, whereas a demon will bring oppression (A feeling of being heavily weighed down in mind or bodyhttp://www.dictionary.com/), or cause your body to act or react in a physical or psycological way that is beyond your control.

HOW THEY CAN AFFECT US

TEMPTATIONThe most common influence they have is seed planting. Demons can plant seeds of temptation in our minds. This is not to be confused with our own fleshly desires and temptations. In both cases there is usually a moment that allows us to choose whether to go along with the temptation, or choose a better path.
1Co 10:12 So let him who thinks he stands take heed lest he fall.
1Co 10:13 No temptation has taken you but what is common to man; but God is faithful, who will not allow you to be tempted above what you are able, but with the temptation also will make a way to escape, so that you may be able to bear it.

OPPRESSIONThis is common, but is easily overcome. Oppression usually consists of an overly negative self image or the like. It often brings with it a feeling unworthiness in the way of guilt from the past or being unacceptable to others, low self image, or just feeling like you have no purpose in life.

This is a terrible thing and mostly unable to be treated by conventional methods. It can include things like how you perceive yourself or what you perceive others to think of you, or past mistakes that you have made that just won’t go away and make you feel worse than you should. It can lead to severe mental illness, suicide, drug dependency or the like. In the case of Christians who have taken their sins before God and found forgiveness, the enemy will attempt to remind you of the sin and bring condemnation on you. This is a very important key. The Bible tells us:Rom 8:1 There is therefore now no condemnation to those who are in Christ Jesus, who walk not according to the flesh but according to the Spirit. 
God does not condemn us, but satan and demons will. God, who is a God of grace will convict of sin, thereby giving the opportunity for repentance

The reason psychologists are unable to properly treat oppression is because they don’t recognise the spiritual realm, which is where these kind of attacks are most likely to stem from.

A Christian can sometimes deal with this kind of oppression by telling the enemy to go in Jesus name, although getting someone else to stand with you in this is a far better option.

This must be followed by regular fellowship with other Christians, prayer, reinforcement by reading Scripture and other activities that are considered normal in the Christian realm. The most important of these is to keep your relationship alive with Jesus, thereby covering yourself with the armour of God.

POSSESSION Possession is more likely to have a physical manifestation. This can include things like paralysis, unusual strength, epilepsy, fits, bipolar disorder, astral travel, ADD, chronic mood swings and a whole raft of other symptoms. I'm sure you could add to the list. I believe it can also cause uncontrollable activity such as serial murder, rape, shoplifting etc, although these are less likely.

Deliverance can sound like a scary word, but it's not really. It's a bit like putting the rubbish out on rubbish day. Churches who know and embrace the full teaching of the Bible will know how to pray effectively for deliverance and set a person on the right path.

UNDERSTANDING DEMONS

I think the easiest way to think about demons is to paint a picture like this. Imagine every bad thing, such as rape, murder, lies, deception, paralysis, epilepsy, confusion etc. The list goes on and on. Imagine that each of these things is the name of a demon, and that demon performs deeds according to its name.

Therefore, if you find that you are always telling lies ie a compulsive liar, it may well be that the demon ‘lies’ is at work. The demon will make your problem seem as though it’s the worst problem anyone could ever have, causing you to be too ashamed to admit it. While the demon has you in this mindset it will hold you within its grip. This is a typical ploy of the enemy and should not be given any credence.

Sometimes it takes a real act of bravery to confess the torment that torments you most, but sometimes that's what it takes to get set free.

SHOULD WE BE AFRAID?

I was diagnosed as having grand mal epilepsy before I became a Christian. When I asked God to help me if He was real, He told me “The name of Jesus is used to cast out demons.” I cried Jesus Jesus Jesus like my life depended on it and I felt all those demons leave me. I actually felt them go! The peace I felt afterwards was nothing short of amazing!

I felt the need to get prayer afterwards, not sure why, it was just a feeling that it had to happen. I felt that the prayer I received sort of closed the door on them ever coming back, although they did try several times. Each time they tried I told them to go because Jesus had set me free and they left. Sometimes they put up a bit of a struggle, but they left. They HAD to. They cannot stand against the name of Jesus! They are liars and deceivers and will do their best to convince you that you are not free, but as the Scripture says..
Joh 8:36 Therefore if the Son shall make you free, you shall be free indeed.

1Jo 4:4 You are of God, little children, and you have overcome them, because He who is in you is greater than he who is in the world.

2Ti 1:7 For God has not given us the spirit of fear, but of power and of love and of a sound mind.
I love that sound mind bit! Fear comes from the enemy, but can only remain if we don't stand against it.

Demons will lie and deceive to gain their way with people, but if we choose to put our trust in God they don't have a chance! I hasten to add that if you having problems in this area it is good to have Christian support and prayer.

Eph 6:12 For we do not wrestle against flesh and blood, but against principalities, against powers, against the world's rulers, of the darkness of this age, against spiritual wickedness in high places.

GETTING FREE

If you're not a Christian, then that's the first step. Only God can set you free because only God has total authority over demons. There is evidence in Scripture that if a non-Christian is set free from demons and 'the house is found empty' ie. Christ does not dwell within, then the demon can come back with his mates and you end up much worse off.
Mat 12:43 When the unclean spirit has gone out of a man, he walks through dry places seeking rest, and finds none.
Mat 12:44 Then he said, I will return into my house from where I came out. And when he has come, he finds it empty, swept, and decorated.
Mat 12:45 Then he goes and takes with him seven other spirits more evil than himself, and they enter in and live there. And the last state of that man is worse than the first. Even so it also shall be to this evil generation.

If you suspect that your life is being influenced by demons, then the first thing you need to do is contact a Pastor or Elder of a church that recognises and knows how to deal with such matters. If you are unsure about which church can help, ask God to show you. You don't have to be a Christian to ask God. It's amazing how He answers prayer. Demons can be cast out in Jesus name. It's not a hard thing!

STAYING FREE

Staying free is really important. Recognise the fact that:
Joh 8:36 Therefore if the Son shall make you free, you shall be free indeed.

Jesus can set you free. But it doesn't stop there! 
2Ti 1:7 For God has not given us the spirit of fear, but of power and of love and of a sound mind.

To keep your freedom there are some things that need to be attended to. Such things as:

1. Keep a really close relationship with God. Give Him time in your day. Build a relationship with Him.
2. Meet with other Christians regularly. They are a wonderful support group
3. Attend church meetings regularly. There’s something really special about being in a body of believers worshipping God
4. Stay away from anything that can be associated with your past area of trouble. Satan (or demons) will tempt you and perhaps even give you symptoms of your past affliction, but you have to believe God and recognise that the enemy is a liar and deceiver.

THINGS TO AVOID

Any spiritual activity that is not condoned by God is likely to attract demonic activity, making the offender susceptible to their influence. That's why God tells us to stay away from things like oiuja boards, seances, clairvoyants, astral travel, mediums, tarot cards, astrology, divination and a whole host of other things.

Demonic influence can also be hereditary, but this can also be dealt with effectively.

Each one of us has been given a conscience. This is "God equipment" to keep us safe from the things we should not get involved with. The conscience was given to us because God loves us and wants to keep us safe. Demons will always make out that they are either bigger than life and therefore can't be dealt with, or they will play down their influence to make it seem as though they are of no account. Either way they are intent on disrupting and ultimately destroying your life and should be given no quarter.