It had to start somewhere right? Same for dungeon cores. Is there any game with Demon King guy that wants to end the world/conquer/whatever? I only heard passing mention of that in Game Market 1983 Fire Emblem with Demon King and Nether God.
The Demon King trope is kinda heavily influenced by japanese culture and in particular Dragon Quest III and beyond is said to be of great influence on the genre. What is a problem however is that what kind of demon king are you looking for? Since in Japan Maou which is almost always the translation for demon king, actually means someone who rules the Mazoku or a ruler of Mazoku. The Mazoku on the other hand is pretty much all supernatural usually describing the evil type like demons or devils. However in it's true form it also includes things like angels, spirits, fey, elves, or pretty much any non-human race that is intelligent or has special powers/magic can be included. So in japan Bowser from Mario and Ganondorf from Zelda are both called Maou (demon king) which could mean they are games where you fight a demon king as well. Still some recommendations. Dragon Quests III and onwards. Final Fantasy II Final Fantasy: Mystic Quest Lunar 2: Eternal Blue Complete Ys II: Ancient Ys Vanished- The Final Chapter Overlord + Dungeon Keeper, let's you play as a Demon King, Disgaea also usually let's you fight as a demon king candidate, but also always let's you fight against demon kings or overlords as they are called in that game. Dragon's Dogma could also be said to be a fight against a demon king of sort though it is in the form of a dragon (great game btw).