Have arrived is wrong (have arrived means this just happened, but it’s supposed to be something that happened sometime in the past); change it to arrived, and add a comma after Hell (introductory phrase).
Use who, not that, when referring to people.
The word order in the latter part of the first sentence is awkward; flip popular and place. (A popular place with… humans could be interpreted as meaning that it’s popular and contains humans, but a place popular with… humans means that it’s well-liked by these humans.)
Add a comma after surprise (introductory phrase).
Ever since you arrived in Hell, you’ve been working at Satan’s Bed and Breakfast, a place popular with the most despicable humans who have ever lived. To your surprise, it’s not as bad as you thought it would be.