When we hear the English doctor talking to young Emily, he says that electricity is just light and nothing to be afraid of. Ironically, it's the last light Emily ever sees because she has a world of darkness ahead of her, all the way up to her second end (the exorcism).
She was just a naughty child who played with sexual dolls and looked at pictures of sailors that she keeps under her nightclothes (that scene is so weird). In the 19th century, parents would send their children to electroshock therapy to get rid of unwanted sexual desires. When Emily saw "the light", the shock therapy created the demon that lived inside her from that point on.