In short, they are your soul. The spelling is taken from the
His Dark Materials books. The concept in the books was taken from
Aristotle's concept of a
daimon who was his spiritual guide.
A daemon in our world is incorporeal, more of a voice in your head. When people visualize them, they are usually animals. They can shapeshift to almost anything. Eventually they will
settle as an animal that reflects your personality and character the best.