In most cases, games with demons should be flagged with fantasy. In some rare cases, these may fall to sci-fi genre instead.

They're often associated with magics and/or paranormal.

Stereotypically demons are red, winged, impervious to fire/heat, horned, hooved, somewhat goat-like and generally bearing resemblance to the Horned God. On the side of personality, stereotypically sinister, malicious and Evil. With a tendency for being hyperviolent.

The minimal stereotypical appearance includes two horns - usually on the forehead - and a red spade-shaped tail end regardless of any other physical traits.