Two books with basic self training techniques are below.  They get advanced in the later chapters and have focus on different topics, but the first 4-5 chapters of them all teach basic techniques that you need if you want to do anything related to the occult, such as relaxing your body, controlling your mind, and basic familiarity with working with energy.  You need to be proficient with the stuff in the first few chapters of them before even thinking of touching demonic work.

Mastering Astral Projection by Robert Bruce & Brian Mercer

Initiation into Hermetics by Franz Bardon

Goetia & Pseudomonarchia Daemonum:

Lesser Key of Solomon, aka Goetia

Psuedomonarchia Daemonum — Johann Weyer

Companion Books to the Goetia.  These are all part of the Lemegeton, which the Lesser Key is a part of:

The Greater Key of Solomon

Theurgia Goetia

Ars Paulina

Ars Almadel

Ars Notoria

Other good things to read if you are interested in demons:

The Encyclopedia of Demons and Demonology — Rosemary Ellen Guiley

The Book of Solomon’s Magic — Poke Runyon

Luciferian Goetia — Michael Ford

Book of the Black Serpent — Michael Ford

Daemonolatry Goetia — S. Connolly

Modern Demonolatry — S. Connolly

Demonic Hierarchies — S. Connolly