The demonic little girl is a construct of a group of souls (or at times just one of particular power). The souls meld together as time goes on and build a hatred and malevolence for the living, banished to the Severed Realm at the end of life, each one tries to escape to the mortal world wishing desperately to become alive again and exact their revenge upon a world that has harmed them.
Behavior
When a demonic little girl breaks free from the Severed Realm she moves to the nearest grouping of mortals she can find, unable to reconcile that she's not alive anymore with the fact that she is kept desperately lonely, this leads her to want to play with those around her - forever seeking a playmate.
The years in the Severed Realm has twisted her into something else, however, and to her playing is a sport of malevolence and pain to inflict on others.
Strengths
She has the power to move people into the Severed Realm and back, through the same hole in the veil that she came through. This is her main offensive weapon, once in the Severed Realm she exerts control over the mutable landscape, usually in the form of tentacles which come forth from the ground to grab and stab into a victim, burning their way through skin with acid. She also has the ability to weird powerful magic while in the mortal realm - however, this is limited to her childlike perspective on the world.
Weaknesses
Her childlike point of view is her biggest weakness. She is reactionary and can be easily baited into doing things, even against her own best interest.