Had any of the heroes experienced the inhabitants of the Cathedral, before arriving in Tristram?

Solution 1:

It's uncertain.

While yes, certain people, such as the Zakarum, and the Horadrim did know about/were affected by/were directly involved with the Prime Evils before the events of the Darkening of Tristram, there is no hard evidence to say that Aidan, Moreina and Jazreth specifically had personally experienced, or knew of the rising evils emerging from the Cathedral in Tristram.

That said;

The Sisterhood of the Sightless Eye, and the Vizjerei clans were both founded on the knowledge, and experience, of Demons.

The Sisterhood of the Sightless Eye are a branch-off from the Askarri clan - a clan of Amazons that knew of demons, based on an ancient prediction

Askarri oracles predicted the events of the Dark Exile thousands of years before it occurred; their predictions also included the fact that the three Prime Evils would rise again. Thus, the warriors of the Amazon Caste trained for millennia.

Source

The sisterhood is also based on an artifact created by an Angel, the Sightless Eye, leading to the assumption that they too know of its origin, and the existence of angels, and Demons ad physical creatures.

The Vizjerei Clan are far more involved in this matter however, having their origins founded in the Summoning of demons:

In the year -1992, the Vizjerei Sorcerer Jere Harash summoned the first demon into Sanctuary.

Source

From there however, the Vizjerei clan spurned these practices, after the Mage Clan Wars, turning their attention instead to Elemental magic.

The timeline places the founding of these clans, and the Events of Tristram, millennia apart.

• The year -1992 Jere Hrash Summons the First Demon
• The year -1799 Mages who retain their memories from the Sin War declare that no mage must ever again summon a demon into the world, that humanity must remain free of angelic and demonic influence.
• The year -203 The end of the Mage Clan wars, where the Vizjerei swear off summoning, switching to elemental magics.
• The year 1019 Diablo, the last of the Prime Evils to be tracked down after their banishment to Sanctuary.
• The year 1258 The events of the Darkening of Tristram take place.

It is unclear when the events forming the Sisterhood of the Sightless Eye occur, but it is likely that as a branch of the Askarri clan, they too, have had a similar history to the Vizjerei.

One last note

During the events of Diablo 1, Deckard Cain only announces himself as a member of the Horadrim after the heroes return with knowledge of Lazarus' plan, and his involvement with Diablo. This can mean two things:

1. The Horadrim (and similar orders) believe that the existence of Demons in Sanctuary is ancient history (though history - not myth or legend)
2. They wish to keep the Conflict, and everything associated with it, hidden from those that are not involved.

In conclusion

Knowing their history, it's possible that Aidan, Moreina, and Jazreth do know that Demons do exist; but nothing to say that they themselves have experienced demons, or have any proof (particularly in Aidan's case) that these aren't just horror stories. So, upon entering the cathedral, Their reactions could span from "The evils has returned" to "I thought these were just stories to scare naughty children!", but none of them have come into contact with hellspawn before this point.