If you have never actually seen something, have seen zero evidence that it exists, and not been personally affected by it in any way, would you believe in it? Does the fact that millions of people believe in it, and someone wrote about it in ancient manuscripts change things? Millions of people believe in Krishna too, should we all believe in Krishna, just in case?
Every JW has heard the supposed demon stories, but they all seemed to be the result of an overactive imagination by the more gullible people, all could be easily explained by known phenomena such as sleep parslysis.
So, no, I don't believe in Satan.