It is difficult to imagine being in such a situation as Kathleen Dover experiences in "The Demon Lover," but from every possible angle, I can imagine feeling only abject terror, at least at initially. It is unclear if Mrs. Dover's "demon lover" is a real person or some type of psychosis or emotional trauma she has been evading for many years—it requires a significant amount of suspended disbelief to imagine forgetting the face of a man you were engaged to. Despite not having been unfaithful to her fiancé, she still carries guilt and dread from marrying another. Has she been unfaithful to herself somehow, in marrying Mr. Dover? This is unclear.
Kathleen Dover has clearly worked herself into some sort of frenzy, worrying over the perceived threat of the mysterious letter. She keeps watch over it, as if expecting the letter itself to take her by surprise. She cannot take her mind off the passage of time, uncertain of the hour of the coming visit (according to the letter), but feeling the dread with each hour that passes. Whatever fate the letter foretells creeps closer with each passing moment.
I can only imagine that coming face to face with this demon lover and somehow recognizing him as my fiancé in spite of never having seen his face would make my blood run cold and my throat struggle to form words, to draw breath. I would perhaps be paralyzed by my fear and racing thoughts. I would certainly be unable to make rational or strategic choices.