Sleep paralysis isn't needed for WILDing, it's just a rare disorder. Read these threads for a better explanation on what SP is:
http://www.dreamviews.com/wake-initi...mystified.html
http://www.dreamviews.com/wake-initi...explained.html
You said you opened your eyes and saw a figure by your bed, that was either a hypnagogic hallucination or you succeeded and you were in a dream! Either way, that's some good progress.
As for the demon thing, worrying about it too much might make it happen. Lucid dreaming has a lot to do with expectation, so if you're worrying and expecting demons to attack you then that raises the odds of that happening. You probably have regular nightmares from time to time, right? Well if you happen to have a nightmare-ish LD you can control it and stop it from being a nightmare, you can't do that with a non-lucid nightmare.
Some people actually learn to lucid dream so that they can stop having nightmares. The good of lucid dreaming definitely outweighs the bad. If you have 50 fun and amazing LDs and only have one where you run into a demon/hostile DC, isn't that worth it? That one bad experience will only last for a short time and then it'll just be a fun story you can share with others, and that's if you even have a bad experience.
Good luck on your lucid dreaming journey!

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