A devil is a type of cosmic entity that originates from somewhere outside the omniverse. A devil is a self-sustaining organism with a reality fluid substrate; it exists as its own independently moving archverse, though typically at a much smaller scale than actual cosmological archverses.
A devil feeds by consuming the reality fluid of the verses that it travels through and adding that degree of reality to its own, eventually draining the verses of all reality and leaving them nonexistent potential worlds in the far reaches of the omniverse. Devils are inherently less extant than the rest of the cosmos, as they are unnatural intrusions into what the omniverse would otherwise be, carrying some of the Outside from which they originate with them. Because of this, they are constantly losing their hold on reality; devils that are unable to consume archverses constantly find themselves vanishing into nonexistence.
To lesser civilisations, this means that they will never encounter devils. Any timeline that a devil would exist in simply leads that outcome to retrospectively exist less than they would otherwise; end results that would have devils meet them fail to happen in the first place. Sometimes, especially in civilisations that are part of fronts of conflicts between Creator and Destroyer, or are being merged into an archversal parent civilisation, this means that there are long series of coincidences to avoid any conditions that would bring devils about.
To greater civilisations, however, intrusions of devils are a more readily apparent threat - devils can be perceived both directly by the civilisation by lending some measure of reality to the outlying timelines on which the devil feeds (though this weakens them and empowers the devil), and it can probe out the location of the devil by observing disruptions in the ordinary patterns of correlations that archversal civilisations use to operate. Nonetheless, devils, drawing on forces from beyond the omniverse, are generally unstoppable; many civilisations end up resigned to their fate, treating a devil's consumption in much the same way a younger civilisation would treat the apparent irreality of teleportation or time travel.
The Collectors hold that Destroyer has deliberately created some Devils by exposing mortals to Outside, before placing them in areas that she wants to destroy. However, other than in the incorrect models that come out of civilisations and entities inhabiting ontological bubbles, this is mostly ruled out by the requirement for such a Devil to be both a sink (due to its connection to Outside) and a source (due to its observation by Destroyer) of reality - a clear impossibility.
In recent epochs, devils as a threat have become less common, being supplanted by the Mevalkagna in the more real parts of the omniverse (though these parts of the omniverse have stayed real, in part, due to the lack of devils operating in the area). Some hypothesize that the Mevalkagna are actively preventing devilish incursions as part of their program of preserving plurality, though information about the specifics is hard to come by.
Civilisations that have been around since the days in which devils were more common are generally thankful for this; Mevalkagna are less indiscriminate, and prefer to break apart large civilisations into still functioning components that still produce value by the previous civilisation's standard, rather than just vanishing large components of the civilisation from existence.