Concise Bible Dictionary:

The word is sair, which signifies “hairy one,” and hence a “he goat.” It is translated “goat” and “kid” many times. In Leviticus 17:77And they shall no more offer their sacrifices unto devils, after whom they have gone a whoring. This shall be a statute for ever unto them throughout their generations. (Leviticus 17:7) and 2 Chronicles 11:1515And he ordained him priests for the high places, and for the devils, and for the calves which he had made. (2 Chronicles 11:15) it is translated “devils,” but would have been better “demons,” referring to the gods which the heathen unconsciously worshipped (compare 1 Cor. 10:2020But I say, that the things which the Gentiles sacrifice, they sacrifice to devils, and not to God: and I would not that ye should have fellowship with devils. (1 Corinthians 10:20)). The word is translated “satyr” in Isaiah 13:2121But wild beasts of the desert shall lie there; and their houses shall be full of doleful creatures; and owls shall dwell there, and satyrs shall dance there. (Isaiah 13:21) and Isaiah 34:1414The wild beasts of the desert shall also meet with the wild beasts of the island, and the satyr shall cry to his fellow; the screech owl also shall rest there, and find for herself a place of rest. (Isaiah 34:14), both passages referring to places brought to utter desolation, so that they are inhabited by wild beasts, owls, and perhaps “wild goats” are intended; or that the desolation would be such that men would shun them as if haunted by unearthly beings. Such a dread is often expressed by dwellers in the East.

Jackson’s Dictionary of Scripture Proper Names:

a demon (in he-goat form, or as bristling with horror) Saul, requested