Could you give us more detail of your dream for example what they all look like how they attack you what order, where you are etc.?
Like the person above me said, these images are created by your subconscious mind to represent things which bother you in waking life, it does this so your mind can attempt to deal with it whilst you are asleep.
Just a little speculation from a psychological point of view, the ghost may represent something you thought you had buried in the past which has come back to haunt you, this could be an idea an old friend or enemy which you don't like. The demon, I don't know, not enough detail. The devil will be the thing which stops you the most, Carl Jung and Doreen Virtue both believe the devil is just the being which symbolises the ego, the lower part of oour minds perhaps this means that you are attacking yourself, or harming yourself, perhaps you are getting in the way of yourself. Then again it could mean something else it is highly subjective, everyones symbols can mean different things.
But as Whiteraven said seek help if it continues, there's no shame in seeing a therapist, we all have our problems, that what they are there for, I wish you luck.
P.S. Try a dream catcher, yeah many people don't believe they work, but mine has for me.