Wikipedia: Incubus

In medieval legend?, an incubus (plural incubi; from Latin incubare, "to lie upon") is a demon in male form supposed to lie upon sleepers, especially on women in order to have sexual intercourse with them. There several possible explanations for the incubus legends:

They form part of the well-attested Medieval preoccupation with sin, especially sexual sins of women.
Actual rapes of sleeping women were attributed to demons by rapists in order to escape punishment.
The feeling of smothering while sleeping is known to physicians. The modern term for this common disorder is [sleep hypnosis]? or [sleep paralysis]?.

During the witchhunts, aledged intercourse with demons or with Satan was one of the purported sins for which women were killed.