Each episode shows a separate story. Each episode introduces us to a different character and different baggage built up through years of anguish, grief, lack of understanding and many other individual situations. The drama shows how big a problem ignoring mental health can become, but at the same time it inspires hope that there is always a way out of even a hopeless situation and we don't need the presence of a "demon" for that.
The message that goes with this drama is very deep, it hits hard and stays in the memory. In my opinion, one of the best dramas I've ever seen. And so far the only one I wrote about here.