Kaeya was messing around with ghost related stuff and witchcraft. It wasn't getting anywhere really, so he brought out the last 2 things, a ouija board and a book of how to summon ghosts. Even after being warned to be careful by the book itself in bold bright red letters he ignored that and continued being reckless, resulting in him summoning a Succubus.

“So these do work? Wait.. are you a succubus?” he’d be shocked but returning to that smug smirk