For every occultist you ask you will undoubtedly get a different answer. Confining ourselves to just the Goetia, for simplicity’s sake, I would put for Glasya-Labolas as a particularly insidious character. While Andras and Andromalius and the more ferocious of the Kings, seem clearly dangerous in their descriptions, one can come well prepared. However, the only real clue that Glasya-Labolas might cause trouble is “an Author of Bloodshed and Manslaughter’ And yeah, he teaches invisibility? Yes, he will teach you how to sneak around and move unseen and unnoticed, but usually for extremely dubious reasons, that may or may not exploit your darkest nature.
Really the most dangerous demon is not in the Goetia…or any grimoire at all. The most dangerous demon is our own Jungian “shadow,” the parts ourselves that we fear or hate the most. And yet this part of ourselves gives the most power and fulfillment when sublimated into our conscious psyche…when we learn to accept those things we hate or fear, we transform them from weakness into strength. Our dark side is greatest demon, and yet is a great source of power if channeled and harnessed properly. Accept and love all parts of yourself, will make the process of reincorporating your shadow easier. Also keeping a dream journal and looking for symbols of your Shadow (people in the dream of the same sex as you, who might fill you with fear or dread…at first…as your dreams develop your relationship with your Shadow will change.) There’s also your Anima/Animus in there too, but that’s another can of psychological worms….