I really like For My Demons, musically and metaphorically [and have just discovered how amazing it is live]. Something is obviously troubling the person in this song [Jonas himself?]. Maybe something he's done, or something someone's done to him. The chours leads me to believe it's something he's done, maybe killed someone - because if you knew what it was, you would lose sleep over it: "You would never sleep at night, if you knew what I've been through" - but that could also be interprited as whatever has happened to him was so horrific, you'd lose sleep over it. I personally go with the first one, because it ties in with the title of the song - for my demons. Demons are something that trouble you. The bridge makes me wonder if he's thinking of killing the person he's talking to in the song also "Someday you will join them, and I will let you in".
Anyway, that's my take on it - probably completely wrong, but I still think it's a brilliant song.