This is post-hypnotic suggestion at work, common among people born into the cancer. You were programmed to believe Satan is evil, and that anything that looks a little scary as a demon. Upon which you say "Jehovah", and the "attack" stops. Sometimes, what you believe is a demon is actually something that can be explained with science. This is common in near-dream states like a trance. You begin dreaming and are jarred out of the state, and believe a demon is attacking. Among atheists, many believe they are developing psychosis when this happens and will go to a psychiatrist and leave with a prescription they do not need. Other times, it is nothing more than an animal, wind, or thermal expansion making a noise.
The other kind of "demon attacks" are actually ANGEL attacks. A filthy angel will harass you, and since you are programmed to believe it's a demon, you run back to Jesus or Jehovah. That's what the angel wants--you to run away from real help. They get what they want, and the next time they feel like extorting people for more, they attack again. They get you to throw away something you enjoy, do more in field circus, or feel bad about a thought that goes along with human nature but against religious doctrine. Here, the angels are driving you away from Satan, who is in fact your Liberator. Ask, Why would Satan start attacking people after risking so much to free mankind from Jehovah's tyranny?
Next time, try yelling "Satan!" and see what happens. Chances are that the angel will not like it, since it wants you to be spiritually weak. If that doesn't work, explain to the angel that you see right through the scam and that it is wasting its time harassing you, and then block it out. At least you are now aware of the real source of the attack--they are actually angel attacks designed to scare you away from Father Satan.