There is a entity, name him God, that created the universe. God created humans, minor gods (Zeus, Odin, Loki, Et cetera). And demons. Each of these things live in their own world. However Demons and Gods can't enter each others world. Yet they both can enter the human world. The demons hate everything God created and try to destroy it. They even want to destroy God.
Why would God create such beings and allow them to exist?
(BTW: Balance is not an option, demons constantly try to break this balance.)
(PS: I refer to him as God, but he is not the christian god)