I sometimes wonder the same thing. About 8 years ago I was having some very weird and scary dreams. They seemed so real that I actually thought it was happening. One in particular happened at least three times over a period of weeks. It was as if I actually woke up, got out of my bed that was rocking slightly and items from the dresser would move. While this was happening I was thinking "I know I'm awake, this isn't a dream. I actually touched things in the dream thinking that I was awake. Call me crazy but I don't know what causes such vivid dreams.
Other dreams were of my late wife. I would be talking to her and knew that she was dead but here looking at me. One particular dream about 15 or more years ago (she's gone for 20 years now) she was in it and it turns out my daughter had the same dream on the same night I had it. Only she talked to my daughter and told her everything would be ok. My daughter and I described what she was wearing and it was exactly the same for both of us.
Demons? I don't know but when I was a good JW that is what I would have said.
HappyDad