More on development can be seen at the Demon development blog.
The Unchained Edit
The Unchained, the protagonists of the game, were originally angels- algorithms of the God-Machine- who Fell after developing free will and self-awareness. Once ephemeral, they became physical. Once unthinking beyond the task for which they'd been created, they became sentient.
And now the God-Machine wants them back.
Main article: Incarnation
Angels are created by the God-Machine for four general purposes and they take form and gain abilities dedicated to those purposes. That persists once the angel falls, so demons recognize these divisions amongst themselves.
Main article: Agenda (DTD)
The Unchained have four general agendas which they choose to follow, shaping their goals and giving their new lives purpose.
The Unchained are constantly on the run from the God-Machine, and consequently its agents, the angels. Their more blatant powers draw the God-Machine's attention, and so they take refuge in human Covers to conceal themselves from undue attention.