The denizens of the warp have uncountable names across uncountable cultures. I have heard them named as the Soulless; as the Ten-Gu; as Shedim; Dhaimonion; Numen; as geists; wraiths; daevas; as the Fallen; as the Neverborn, and a world of others. Yet all of them, across ten thousand cultures, echo the same ontological core. Daemon. - Iskandar Khayon; The Talon of Horus
Daemons are demonic creatures in Games Workshop's Warhammer and Warhammer 40,000 settings, hailing either from the Chaos Wastes of the Warhammer World, the void between the Mortal Realms or the immaterial realm of the Warp, and are among the most dangerous creatures to both mages and psykers. Whilst the term is almost always used to describe the demonic entities that pledge allegiance to one or all of the powers of Chaos, it can be used to describe any creature from each setting's respective realm of Chaos.
Daemons are creatures of pure emotion, made manifest. Strong emotion will spawn a daemon, with the type of emotion determining what god, if any, it is linked to. Obviously, the stronger the emotion, the stronger the daemon spawned, and the more likely it is to take on a corporeal form and manifest in the real world. A perfect example is the daemon known as the Ragged Knight, a daemon of Khorne that was spawned from the emotions of fear, despair and hatred that came from the massacred peasantry of France during the Albigensian Crusade.
Daemons can also use mortal lives as a gateway into the world. These creatures, known to the followers of Chaos as Secondborn and to most others as Possessed, fall into multiple different categories, depending on how the daemon manifests in them. Some fall to the daemon, becoming little more than rampaging beasts, whilst others are able to control it, either merging with the daemon or reaching a sort of 'compromise' where the daemon takes control during battle, granting the possessed the daemon's strength and form for the battle, only to return to a mortal form once the battle is won.
Daemons of KhorneDaemons of Khorne are ruthless killers who will try to outdo each other in their acts of cruelty to an opponent. Daemons of Khorne are also the closest in appearance to traditional demons, generally sporting cloven hooves, red hides and horned heads. These daemons are generally formed from the emotions commonly tied to war - rage, hatred, bloodlust and, to a lesser extent, fear.
Daemons of Nurgle
Daemons of Nurgle are disease-ridden beasts who work to spread disease throughout the universe. These daemons are usually disease ridden creatures that resemble bloated corpses. They are commonly formed from despair and desperation.
Daemons of Tzeentch
Tzeentch's daemons are powerful sorcerors and shapeshifters, rarely having the same form as another of the same demon. As such, most of Tzeentch's daemons appear to be shapeless blobs, with only a few exceptions. As Tzeentch is a god of hope, so too are his daemons createdfrom feelings of hopefulness.
Daemons of Slaanesh
Slaanesh's daemons are mostly hermaphrodites, meaning that they are both male and female at the same time, just like Slaanesh himself. Slaaneshi daemons are formed from feelings of lust, pleasure and desire, the domains of the Prince of Pleasure.
Not all daemons are aligned to the Dark Gods of Chaos. Some, such as the Fury and Verminlord, are devoted to either Chaos Undivided or one of the minor Chaos gods, whilst others, like the Seraphon or Living Saint, are "daemons of order," creatures that appear to be daemons, yet do not align themselves to Chaos in any form.