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The "weird æ symbol" is what's now known as an "a-e ligature" & was once a letter of the alphabet[1]. It occurs in many Latin words, especially those derived from Greek. "Dæmon" is the Latin version of Greek "Δαιμων" ("Daimon" with a long "o").

The word originally meant a benevolent nature spirit (see the Wikipedia article Dæmon). The normal modern English spelling "Demon" almost always signifies a malignant spirit, particularly in Judæo-Christian beliefs. The older spelling is often used to avoid the implication that the entity is necessarily evil, which the Dæmons in Doctor Who are not -- they're a species that has both good & evil individuals, just as humans do.

British English retains a number of ligatured spellings that other forms of the language (such as US English) have dropped, for example:

archæology (US archeology),
Judæo-Christian (US Judeo-Christian),
fœtus (US fetus) -- this has an o-e ligature, also derived from Latin.

The spelling "Dæmon" may not, therefore, seem as unusual to the British as it does to (say) Americans.

  1. The Old English name of this letter was "æsc" (pronounced "ash"), because the shape of the letter resembles that of the winged seeds of the ash tree.

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