I used to have some of those dreams. I also used to be very scared when I played some computer games with demonic stuff. I would swear that I could sense them; I felt like I was inviting them into my life. I would start saying gods name to ward them off.
Then a funny thing happend, as I lost my belief in God I also lost my belief in demons. I am no longer bothered and I can no longer sense them. That tells me my mind was playing tricks on me.