If you suspect that you are being demonically oppressed, you must first pray and ask the Lord to protect you. It is a spiritual issue, so you must fight it spiritually. Prayer is always the first step.
Second, you need to take a survey of your life to make sure that you do not have open doors for demonic activity. Things like tarot cards, astrology, séances, drug abuse, pornography, Ouija Boards, demonic music (forms that exalt evil), etc., can invite demonic involvement. You will need to renounce all of these things, confess them as sin, and seek the covering of Christ.
Third, remove all cult material and objects from your home. Remove things like Watchtower Magazines, the Book of Mormon, pornography, illegal drug paraphernalia, false religious material, New Age crystals, etc. If you must, block certain TV channels and/or shows that might be pagan in subject matter. I'd like to note that studying cult material for the purpose of education so you can know the methods of the enemy is fine. Just pray over the material and ask God to protect you from its false teaching and study away.
Fourth, make sure that your family and friends are not into those things (listed above) that can bring spiritual oppression. If they are and they won’t stop (maybe they aren’t Christian), then pray for protection, for God’s intervention, and for their salvation.
Fifth, if things don’t get better, get the elders of your church involved. It might be necessary for them to come to your place and pray. If they won’t do it, find someone who will.
As Christians, we are cleansed by the blood of Christ and are indwelt by the living God. Sometimes it is necessary for us to review our past lives and openly confess, repent, and ask the Lord to cleanse us of various activities that could have opened the door to demonic oppression. I suggest that people pray aloud to the Lord, confessing their specific past sin. They must label it as sin, asking the Lord Jesus Christ to cleanse it, asking the Lord to bind any demonic forces that are attached to it, and then verbally proclaim that they've renounced it and are resting in and trusting in Christ alone. It isn’t that this is a formula on what to do, but it is the public declaration before God that you belong to the Lord, you renounce sinful things, and are trusting in Christ.
Finally, consider anointing your home with oil (which Biblically often represents the Holy Spirit) and praying over every room. Anointing with oil is not a magic formula that produces a certain result if performed properly, but there is something about the ceremony of taking oil, placing it upon the fingertips, going through every room of your home, and praying aloud as you touch walls and objects.
Finally, remember that greater is He (God) that is in you than he (the devil) that is in the world (1 John 4:4).
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