This is X. He is a demon slayer and, like all demon slayers, his name is given due to his rank as a slayer. Seeing as how he is X, it's obvious to see how low ranked he is. X is really bad at his job. It could be from his asthma or maybe it's from his being really bad at magic, but he's terrible at slaying demons. He's become a coward and most of his scratches are what's left from a near death experience.
This is Aella. She is a demon and she loves X. She enjoys the fact that she is constantly protecting him and keeping him safe from harm. Aella also means whirlwind, which refers to her fighting style. She's practically everywhere at once when it comes to protecting X. X doesn't like Aella too much, he's kind of caught between slaying her as a demon slayer should or taking credit for her kills and going up in ranks of a demon slayer. Aella doesn't think X would ever have the guts to kill her, though.
Lastly, this is D. She is much higher in the ranks than her brother, X. Of course, D isn't very effeminate and that bothers her. She calls herself Delta instead. Delta, after meeting Aella, knew something was off about her. She knew that Aella had to be a demon. With that being the case, she made it her personal quest to rid Aella of the mortal world. X, using Aella's power to leap through the demon slaying ranks, sees good reason to attempt hiding Aella's being a demon from Delta. X's acts to hide Aella, usually result in saying that he and Aella are dating and he feels horrible saying such lies. As for Delta, she's a demon slaying machine and does anything to get her kill. She's pretty much insane with getting the job done and she doesn't care what relationship X and Aella might have. To Delta, Aella is a demon and demons must perish.
In the universe that these characters live in, demon slayers are deeply relied on to keep demons at bay from human civilizations. Demon slayers are usually known for wearing the black shirt that both X and Delta wear. It's how other people know they are demon slayers and can hire them to get rid of a demon. Demons, on the other hand, can be really dumb or really smart depending on how old they are. Younger demons usually are known as low ranked and easier to destroy. Older demons are ranked higher and are not to be taken lightly. Aella is an older demon, yet she is just as reckless as a younger demon. Not many can determine her actual rank at first glance.