I was going to post an example for you with a detailed explaination, but I thought it was best not to since some on here are too curious for their own good.
The demons take on their forms according to the imagination of the people at the time. They first appeared as proxies of satan in the forms of the ancient gods of Rome, Egypt, Babylon, etc. as the saints say. Later in the Dark and Middle Ages they appeared in the forms of mythical creatures like fairies, elves, trolls, etc. and under the guise of regular animals. Today they take the form of Shadow People and Aliens... the former because they are just plain terrifying, and the later because they can effectively convince people of various heresies with an illusion of physical being.
The above has been my understanding as well.