While casting circles and using protection spells may work for preventing something like that from happening, it seems that it may be a bit late for preventative measures.. I would suggest you sage your house, invite a priest or priestess in for a cleansing (depending what faith you follow, if any) or possibly even getting a medium to come in and speak with it. They should be able to tell you what it is (demon or otherwise) and what it wants. Alternatively, you could use a banishing spell. For now, I'd keep an animal with you - cats are super sensitive to supernatural activity and will usually alert you to weird going ons.. Also, you might want to consider wearing a pentagram soaked in salt water with a protection spell for now..
Hope this helps!! Xx