You can't be a demon, at least in the current version. Here's a quick mod to make all the megabeasts/semi-megabeasts playable.
[ENTITY:HAX]
[INDIV:CONTROLLABLE]
[CREATURE:DRAGON]
[CREATURE:COLOSSUS_BRONZE]
[CREATURE:HYDRA]
[CREATURE:BIRD_ROC]
[CREATURE:CYCLOPS]
[CREATURE:ETTIN]
[CREATURE:GIANT]
[CREATURE:MINOTAUR]
To use this on any future worlds you make, post this in entity_default in the raws, right below the words [OBJECT:ENTITY] like this
[OBJECT:ENTITY]
[ENTITY:HAX]
To use this on your current world, you need to put the mod in it's version of entity_default. It is found by following the path:data, save, region1 (or whatever number your world is, it's based on how many worlds you currently have) raw, objects, entity_default. (The other raws there change only things within that world I think, not sure about that.)
Some of the creatures may need changes, since they weren't designed to be played. Adding, [NO_EAT] and [CANOPENDOORS] should fix the most glaring issues (You can't eat as certain creatures because they don't have hands to pick up food, and not being able to open doors makes getting quests harder, and you can't get in certain dungeons.
To change them, find their entry under raw and add those lines, unless they already have them. I hope this doesn't break your game, should work though.