Why would a demon enter your dream?

This is only my opinion, but....

Most likely, you've just been thinking/worrying/talking about demons and it's gotten in your head. If you spend long enough thinking about orange soda, you'll probably see some orange soda in your dreams as well! If you're having demonic dreams, there's most likely nothing to fear at all. Dreams can be totally random, or can reflect on the things we think about during the day, and I personally believe it's most likely nothing serious.