This is not Jewish Thursday, in fact, it's Tuesday here in Australia! However, I have found an interesting article by Archie T. Wright (yeah, the same thing I thought, how come all who with a "Wright" last name are amazing!) found at Bible and Interpretation.
In this article you will find the number of theories within Judaism as to the origin of demons. The survey goes from ancient origins of demons, to the most recent theories of Second Temple Judaism, and its relation to the New Testament.
You can find the article here.