When G-d first created Adam He created a wife for him - Lillith. Unlike Eve, Lillith had her reproductive organs on the outside, like a man. Adam did not like that. He found her shape disgusting. G-d then made Eve for Adam out of his rib.
After Cain killed his brother Habel, Adam refused to cohabitate with Eve for 130 years. During those years Lillith came to him at night. From these unions, the Demons were born.