Strongly suspicious that those are just fragments of one's own self, with which people are so unfamiliar that they appear to be other entities.
Well, the concept which I developed independently looks at a "lesser mind" which is your conscious self, and a "greater mind" which is represented in common terms as the unconscious mind, yet it seems to me to be much more. As far as I can tell this "greater mind" is more like a collective unconsciousness, through which you can actually act and communicate, though it retains it's position in your conscious awareness.
I think that people who seek to directly engage with this "greater mind" will do so by trying to cut it up into pieces, conceptually, which is where such ideas as angels, demons and aliens may come from.
My own personal take is that you ought to simply recognize it's existence, and when you work in tandem with it you can do some pretty incredible things. You've just got to understand who you are and what you're actually doing in this world if you want to understand the direction your "unconscious mind" is pulling you.