Damselfish can be aggressive as they are very territorial. It is their nature...Given ample room to claim their territory combined with the order in which they are added to your tank and livestock in your tank prior to and after adding damsels, are pertinent variables that need be addressed in order to have success with these often pretty and interesting reef fish.
Having said this, damsels in the Chrysiptera and Pomacentrus family boast the best chance of displaying reduced aggression. The Azure, Yellowtail and Neon damsel, Princess and Starcki for example, represent some of the more beautiful and docile species. Stay away from the Domino, Three and Four Stripes, Beau Gregory, Fiji Blue Devil and Blue Velvet Damsels.
Personality of each individual also plays a part in where the particular fish falls in the spectrum of aggression. Unfortunately, you can't tell that prior to purchasing your damsel or any other livestock.