Nightmare or Lightning Road

Both are extremely easy for demons, but I'd say The Lightning Road is a little easier. It doesn't have any speed portals (which happened in The Nightmare, near the end), most of the jumps are simple and you can sometimes break the level a little. The only "difficult" part is the ball with several paths, because it requires some memorization, which might annoy some beginners.

The Nightmare might be a little hard for newbies, because the ship parts require some ship skills. They're easy, but you have to learn how to tap consinstently instead of holding to avoid hitting a spike by accident (it's still possible that way, but it's more annoying).

Even though TN was my first demon ever, I find it a little bit harder than TLR.

I'd say the Nightmare is a bit harder because of its ship parts. The invisible blocks and spikes can trip up newer players and the second and last ship can be a bit difficult to maneuver.

The Lightning Road has a the weird "bug" with the jump ring but that one is actually skippable. Otherwise, it's mostly just memorization. Once you figure out what to do, there's very little difficulty involved.