What do we know of demons? We know through scripture that the devil, or Lucifer, is the lead demon. Other than that, all we know is conjecture, opinion, dogma if you will.
We suspect they have only as much power as God has given them, though this cannot be proven.
We think the gods of other religions are really demons:
They made him jealous with their foreign gods and angered him with their detestable idols. They sacrificed to demons, which are not God. Deuteronomy 32:16-18
We're pretty sure demons can possess people. That, or people are just dicks all on their own:
When he arrived at the other side in the region of the Gadarenes, two demon-possessed men coming from the tombs met him. They were so violent that no one could pass that way. Matthew 8:28
We think we have discovered that demons are in varying degrees of evil:
“When an evil spirit comes out of a man, it goes through arid places seeking rest and does not find it. Then it says, ‘I will return to the house I left.’ When it arrives, it finds the house unoccupied, swept clean and put in order. Then it goes and takes with it seven other spirits more wicked than itself, and they go in and live there. And the final condition of that man is worse than the first.” Jesus: Matthew 12:43-45
And although it can't really be proven, we're almost positive that demons deceive men:
The Spirit clearly says that in the later times some will abandon the faith and follow deceiving spirits and things taught by demons. 1 Timothy 4:1
So through our superior powers of deduction, we have deduced that demons are, in fact, women. Who, then, is their leader? Who is the devil Lucifer?
She is wicked, of that we are certain.