Strange percolated into the back of my brain for many, many years. Originally the idea was that the devil himself lived in England, and someone was trying to find him.
I couldn't actually quite work out how that would work in practice but as it went on it developed into this idea that many demons live in this cathedral city in human form. It rather conveniently fitted in with the Agatha Christie-type plots, where you had to guess who was the demon this week, and that was a much more workable form.
I've always been very interested in both fantasy and detective stories and it seemed very logical for me to put those two things together to make a fantasy detective story. As far as I know it's the first one there's ever been.