The shedim were a class of entities considered to be demons by the Israelites, but possibly not entirely malevolent as very similar names were used by several neighbouring cultures for a variety of guardian spirits. Shedim were often associated with the high places and sometimes with ambiguous Mesopotanian entities like Pazuzu - their demonic reputation may have been more to do with attachment to foreign gods than to actual malice. Indeed, some kabbalistic rituals actual invoke "benevolent" shedim. That said, much as with the se'irim, the Israelites were occasionally said to sin by sacrificing to them … often sacrificing their daughters, so it is not at all clear whether the nature of the sacrifice was fatal or was more sexual in nature.
They are described in various ways, but are normally invisible by default and have the feet of a chicken - their presence was said to be detectable by scattering dust or ashes on the ground and looking for large, bird like footprints. Other birdlike characteristics are sometimes added.
Shedim were said to be variously the descendants of serpents (or possibly of The Serpent of Eden), to be some of the children of Adam and Lillith or to have been additional humans that God left unfinished when he rested at Shabat.
The shedu, better known as the lammasu, is a different creature with similar cultural roots and a better reputation.