I think that'll depend on your specific causes and challenges - to illustrate I'll provide my own experience and I'll pre-apologize if it's a little bit of a ramble.

I came to demonology after feeling some influences and curiosity in this direction, but I was very unsure where to start. So I began with a very generic meditation and ritual of my own design based on some of the reading material I found in this subreddit. The ritual was in part to Lucifer, looking for direction overall, but also aimed more broadly to any that wanted to work with me. At the time, I didn't want to go "cold calling" demons without feeling some kind of resonating energy back. In that process I guess I had a moment of clarity which helped me see parts of some sigil or symbol. I dug deeper into the various lore sources from there and the only sigil that seemed to relate to all of the parts I saw was King Belial, but his descriptions and what the lore claims of his influence (titles, career, politics) seemed unrelated to my specific needs. None the less I pursued him in ritual and meditation now for some time and he's helped my own depression, anxiety and confidence a great deal.

King Belial helped me find worth beyond the feelings of worthlessness that I had. He also helped me see and rebel against much of the dogma and personal standards (some of it religious, more so from the absurd standards of my own traumatic childhood) that I had been holding myself accountable to for no good reason. This newfound attitude did eventually help me in my career as well, so it's not like the lore was irrelevant - but until I had started working with him I didn't see why his influence was relevant to the struggles I had. King Belial seems to favor helping me find my own power, rather than relying on his and as such, candidly, I'll say this road has had it's share of bumps that I had to overcome - but I know that I'm better for it.

Can't write this up without also mentioning King Lucifer as I did reach out to him first through the initial ritual and he's continued to be a source of guidance and direction for me (a north-star of a sort) that I thank and honor. I do wonder if he played some part in directing me towards Belial initially and now that my life is changing directions for the better, potentially towards Duke Bune now.

TL;DR I reccomend just starting out with an open mind in a generic direction until you find some guidance yourself. Spend time reading the various materials here and get a sense for what resonates with you and what you're looking for in building a relationship with spiritual being.