Demonology is the study of demons, or of ideas about demons.
Classically, it is a Christian study, and includes naming and listing the qualities of evil spiritual beings. In most traditional Christian models, there is a lord of all demons, Satan, the Father of Lies. In these myths, there are also particular demons, such as Ahriman and Beelzebub.
These days, of course, most people believe that demons are not real. For those who hold that view, demonology is a branch of folklore studies, along angelology, the study of angels.
Also, demonology can now include the study of demons or similar beings not just in the Christian tradition, but in other faiths and legends as well.
Jungian psychology explores our stories, ideas, and ordering of demons as part of depth psychology, the exploration of the collective unconscious that appears in myths and dreams.
A note of caution: Whether demons are real, or not, demonology is not always a safe undertaking. It takes a person with a strong, healthy mind and a powerful faith to look into demons - or the demonic ideas of people throughout history - and grow safer and healthier through the process, rather than becoming more afraid or disturbed.