Who first introduced the belief in demons, devils, ghosts, was it pagans or...

[Fitz]

Before both. Animism and Shaminism both contained those beliefs.

 

[Reverend Shistain Brown]

Christianity ripped off Pagan beliefs.

 

[an old Priestess]

These phenomena can be found from the beginning of
recorded history, and I think it's reasonable to assume
that they go back much furthur. Such things were not
"introduced" (as in fabricated), they were observed, and
they continue to be observed by reliable individuals to
this day.

Dealing with such things has historically been the job
of spiritual leaders, however they are receiving increasing
attention from the academic and scientific communities
today. A substantial body of evidence is being compiled,
however due to the rare and unpredictable nature of these
events it's a difficult job.