In Mark 5:9 Legion is a Demon that Christ exorcised. The demon said: "My name is Legion; for we are many." This is a reference to the Roman Legions, as there were many soldiers in them. The Demon represents the fact that we all have many problems within us, and that Christ can help us solve them (alternatively it only means that Demons live in people that are super strong and crazy and that Christ alone can remove them)
Legion is 5,000 to 10,000 soldiers in a Roman regiment that's how the demons in the new testament defined themselves to Jesus.