I am very skeptical of any demons and/or spirit possessions, harrassments, etc. I have heard the stories...and often they are told relaying a story of what happened to someone they knew who knew somebody.
Now, I have had crazy dreams, which I don't mind, but I could see a die hard witness freak out and think it was demons or Satan invading their mind.
Okay, one sister told me she knew a sister who got sick every time she wore earrings she got at a garage sale. She threw them out because the demons were making her sick, so she never gets anything from garage sales. I still get things from garage sales, never an issue.
I tend to think such experiences are manifested in the human mind. If you believe a demon can harrass you, then you would be more inclined to believe something is caused by demons when it really is just a dream, or a shadow, or whatever. But if you don't believe a demon is able to harrass you, then you are more likely to realize that the shadow isn't a demon but your curtain in the wind...