It's up to you!
Using existing creatures has pros and cons -- you can put your own spin on an existing idea, of course, but those things will come with built in connotations and expectations. Sometimes, that's good! If you want these monsters that possess humans and can be exorcised with magic to carry all the stigma and negative associations of a demon, calling them "demons" can be an easy way to get that across very quickly! On the other hand, if you want to be able to set up your own expectations for how these beings are and what they're like, you might want to create your own monster, with a different name, and use that!
There isn't really a thing you "should" do that applies across the board, and I don't think these are decisions that you have to make before you start planning the story. Like, if you have your own race of creatures that you really wanna make a story about? Go for it! Or do you have a story you really wanna tell that involves different races of creatures? Go for it!! On the other hand, if you have a story that would only involve one race of creatures? You don't have to invent your own races if you don't actually want to. You do what sounds interesting to you, and what fits the story that sounds interesting to you. And try stuff out!
If you decide to use an established kind of magic, and then when you start coming up with ideas for your story, you suddenly realise it would work wayyy better if you invented your own kind of magic, then you can change your mind and create a magic system that works with your new ideas better! (or, the other way around -- if you start making your own magic and then realise it'll be better if you use a kind of magic that already exists in stories, you can switch back). This kind of thing happens ALL THE TIME when coming up with a story -- you start with one idea, and then as you figure more of the story out you change that idea to fit better!
I think that depends on what you mean by "atheist."
In worlds where Magic and Deities and Magical Things are a tangible, provable thing, Skepticism would look really different! There's lots of ways to have a Basically Atheist character in those kinds of settings, though.
You can have someone who sees Magic in a scientific way -- just a natural force that, once we understand it better, will be as quantifiable as science. They might see Angels and Demons as supernatural beings, but not necessarily connect them to gods or an afterlife. Or you can have a world where this stuff happens rarely, so the Skeptic characters aren't really foolish for not taking anecdotes as a given (though they WOULD look foolish if they started ignoring or denying evidence as they encountered it). Or you can have characters who DO believe the gods exist and just don't care -- "so what if there's a heaven and hell and angels and demons? I'm going to worry about the here and now!" You can have a world where angels and demons exist but aren't tied to any particular religion, so the atheist character is actually correct. THERE'S LOTS OF OPTIONS!