Daemons are creatures of the Warp, consciously or subconsciously created and reabsorbed by the Chaos Gods. They thus represent the excessive negative emotions of mortals, and derive sustenance by inspiring such emotion in living creatures. They are generally extremely hostile to any life from realspace. There are Greater and Lesser daemons, as well as a number of less intelligent daemonic beasts. In addition to these Daemons there are Daemon Princes, mortal champions that have recieved so much favor from their gods that they themselves are elevated to Daemonhood. Greater Daemons are the most powerful of all daemons, with some being powerful enough to destroy armies on their own, and even do battle with the Primarchs in times past.
Though there are unique varieties of daemon spawned by and associated with each of the four Ruinous Powers, the only identifiable daemons assisting Nemeroth are servants of Khorne and Nurgle. It is unlikely that this represents Nemeroth's allegiance to these deities, though, as Nemeroth is a Chaos Sorcerer; while Khorne despises the practice of sorcery and Nurgle is the antagonist of Tzeentch, the god of sorcery.