I have an issue when it comes to believing in metaphysical entities such as devil or angels. Sometimes I don't understand why Allah had these conversations with them. I think that if people do evil it's rooted in their psyche. Also the fact that I had depression and suicidal thoughts and was told that it was shaytan enforced this. Because there's no shaytan during Ramadan for instance but these thoughts didn't cease
The idea of shaytan being “chained” during Ramadan is questionable because it comes to us only through one Companion of the Prophet ﷺ (Abu Hurairah). According to Maliki and Hanafi legal theory such narrations are doubtful and cannot be used as a basis for establishing principles. We can also reinterpret the narration as saying that Satan is less powerful in Ramadan thanks to the fact that people are fasting and worshiping God more often, i.e. when the Prophet ﷺ says Satan is chained, he may simply mean that he is made less capable of doing what he does.
The idea that depression and suicidal thoughts are from Satan is nonsense, it is cultural superstition that is given an Islamic appearance and has no basis in Islam’s scripture. There are drugs (such as cholinergic drugs) that will make a person suicidal soon after taking them. For more on depression see my answer “I always feel depressed. What should I do?”.
As for believing in metaphysical entities, as a skeptic and lover of science I would be the first person to question them. But since the Quran is extraordinary, it can prove other extraordinary things. I explain this in my essay God, Evolution and Abiogenesis. You don’t have to understand the reason for God’s interactions with these characters. In a way they are more real than us; they existed before us and will exist after the world ends. They are characters in a story that started long before us, and we might be just a small part of it.
As for the issue of humans doing evil deeds, see my essays Islam’s theory of free will versus physical determinism and Why God Allows Evil to Exist, and Why Bad Things Happen to Good People.