(I edited your post to add some whitespace and make it easier to read - posts that are easier to read get more replies.)
As a first, basic practice, magick 101 says banish and cleanse. It’s very common to attract what we ca;ll parasite - and Christian call demons - and it’s perfectly true that all they do is lie, flatter you, and mess with you. To be certain you are not being tricked, you must learn to banish and cleanse you and your area. Basically, do not trust random contact, and take steps to protect yourself.
With your spiritual hygiene established, then you can summon Azazel under controlled conditions within a circle of protection, verify it’s him (there’s a way to do that) and THEN ask him if that in the ream was him and what his message is. If your psychic senses are not open to have a telepathic conversation, there are exercises you can do and other ways to get info.
There’s a bunch of links to get you started in the intro request above, and you’re at the beginning of a very interesting road 
There’s also more about learning dream work here: Unofficial Tutorials: Dreamwork Collection
That’s qi moving, it’s not a problem in itself but you want to positively identify if there’s an entity messing with you without your permission. It’s a big risk to just let random entities dick with your energy uninvited. Make sure you are grounded and there shouldn’t be a problem.
Overall it sounds positive that you are energy sensitive and that will stand you in good stead. I’m not ringing alarm bells just advising routine precautions.