There are actually audio recordings of exorcisms you can find on youtube. I have listened to a bunch.
Another thing is that not evey devil (demon) is Satan. Just in case if there was any confusion.
Another thing is that demons can not read your mind, but they can definitely guess what you are thinking based off of your actions, and they can put thoughts in your head. They know absolutely everything about you, and can perfectly replicate you.
If you ever see someone's "spirit", I highly recommend ignoring it, because it could just be a demon pretending to be that person so it can trick you. They want attention from people. But not every spirit is demonic.
I definitely believe because I am christian, and because my grandmother's house has had some sort of entity in it for many many years now, and there is just so much proof that I can't fit in this one comment.
TLDR: I know for a fact that they exist, don't give them any kind of attention, and do not fear them.