Demons follow a similar belief system to humans, except whereas Christianity is centralised around God for Demons this is Lucifer. No Demon has ever seen Lucifer, which means some Demons may doubt his existence. However most Demons are extremely devout.
Lucifer
According to Demonic beliefs, God created the 4 Arc Angels. Lucifer was one of them, and considered to be God's 'favourite' of the 4. However when God created humanity Lucifer was unwilling to bow down and respect them, and was jealous of God's love for them despite their flaws. Therefore Lucifer was cast out of heaven.
In revenge Lucifer took a human woman, Lillith, and removed her humanity, creating the first demon. In punishment God banished him to Hell, where he was to remain trapped in his Cage. Demons were also imprisoned in Hell, along with 'evil' souls who were sent there in the afterlife.
Practises
There is not much demons do in the form of worship. Instead they seek to please Lucifer, since he is their creator, and support his ideas on humanity and God. Humans are considered to be what caused Lucifer's fall, and therefore Demons in general hate humanity. Demons also have a hatred towards God and his 'allies', whether this be angels or saints or other people connected with heaven.
God
Whilst all Demons must accept that God existed, at least at some point since he created Lucifer, all Demons feel no real sense of respect towards him. Common beliefs surrounding God are that he is either dead, due to his inactivity and the level of evil in the world, or that he no longer cares, since Demons are allowed to thrive. Demons often seek access to God's power, wishing to remove humanity and restore Lucifer to his previous place of power.
