What kind of rituals did they have?
What kind of "demons" were there? What kind of gods were there?
Did they have any intitiation-rituals? example: the ritual that turns a boy into a man.
Did they have any interesting myths?
Any rites?
Any magic, sorcery?
Those are a lot of questions, any of which could fill out a book or a very lengthy journal article. I would suggest tracking down several of the books from the Florentine Codex. The Codex was started by Friar Sahagun in 1545, just a few decades after the Conquest of Tenochtitlan. Sahagun interviewed many Aztec people in order to record the history, mythology, and stories of the people.
There are 12 books and I think the ones you would want to focus on are books 1, 2, 4, and 10 and possibly 3, 5, and 6. The Florentine Codex is available in English by Charles Dibble and Arthur Anderson who spent 30 years translating the codex to English. If you want to purchase these books I have seen new soft cover reprints which are much cheaper than tracking down the old hardcover copies.
Two other books that might interest you is The Aztecs by Michael Smith and Daily Life of the Aztecs by Jacques Soustelle, both of whom draw upon the Florentine Codex to some extent.