It's completely normal, don't worry. You and many other Satanists have been xians or muslims or any other fake religion in which nothing spiritual happens and when we leave those lies and come to the truth it seems weird or scary that actually something happens. Think of it the positive way...
I agree with Shannon, it's most probably you've been before with Satan that's why the vivid dream and asking you to come back. But I want to comment on this one:
"Although I personally question whether demons truly exist, I know that you all truly believe they do with all your being."
Ok...