I don't believe in demons because I don't believe anything is inherently bad or evil. Even if some manner of spirits exist, the odds are they would be as morally & socially complex as we are. Different obviously, but not mustache-twirlingly evil because ebil'.
You're aware of "fear", right? And phobias? And all manner of things that bother people? For instance, I am bothered by heights, and also fear tight spaces. When I watched the movie '
Buried' I had to do it in two or three sittings because of that. And
when I went to bed, when I closed my eyes I could only think of being trapped in a box, slowly running out of air and dying in misery, with no one and nothing to save me.
You saw a scary movie that bothered you on a deeper level than you expected.
Nothing more, nothing less. Do not attribute to supernatural forces that which is more than
adequately explained by things as simple as 'being human'.