What does it mean when there's a demon inside you?

Nothing: You don't have demons. Despite popular conception, demonic possession has not been able to stand up to any sort of scientific scrutiny. They've all been shown to either be psychosomatic hysteria or the result of mental disorders which can be treated through therapy and appropriately prescribed pharmaceuticals. See a doctor.

Additionally, and again, despite popular belief, the only support of demonic possession within the texts of the Judeo-Christian faith (the canonical Bible) is the story of Legion. However, the Bible, both old and new testaments, explicitly state that demons and even Satan himself cannot harm you: They can tempt people to do evil but cannot do evil of their own accord. The most dramatic example is the story of Job where Satan convinces YHWH to curse Job to test his faith and loyalty to God but even in this case, Satan does not do the cursing.

If you are a member of another faith, you may wish to consult your local priest for guidance but start with the doctor: "Exorcism rituals" have frequently wound up causing physical, emotional and long term mental harm to the afflicted because the exorcist didn't know what he was dealing with and erroneously assumed there was a demonic presence.