Lucifer's Fall
DISCLAIMER: The text below is just a morbid fantasy. If you want the absolute facts about God and the devil, please read the Holy Bible instead...
In the dark ages of protopeople, God wasn't all so senile and sleepy as He is nowadays. God constantly tried to please some of His creations which was only possible at the cost of making His other creations suffer, a lot of weird things were going on in the Universe and at some point God even started losing His reputation due to the nature of His experiments.
A lot of angels were feeling rebellious and, led by Lucifer, they were gathering to overthrow God and find a way to lock Him up, turning Him into a passive creative force, so that God would still have the power to create the world, but could no longer have any plans and desires of His own.
Lucifer was one of the strongest and smartest angels and managed to become God's favorite, while at the very same time leading the rebels (thus he was later known by the name Satan, which literally meant "rebel"). But of course some lesser jerks had to betray him and God got to know the whole story and caused a big massacre once again, but this time in Heaven. But because God loved Lucifer too much, He couldn't kill him so He punished him by throwing him into the new world of darkness and madness that God was thinking to create for a long time.
The souls of all kinds of evil-doers were doomed to dwell in that dark distant world, making Lucifer suffer forever surrounded by madness and evil. To further humiliate him, Lucifer was jokingly entitled "the Prince of Darkness" and he was given an ugly palace, awkwardly made of irrationally huge black rocks, and a bunch of servants who were ugly like gargoyles, or even worse, zombies... Sometimes these "servants" would go completely mad and start torturing human souls and each other to make Lucifer frown in disgust.
Luckily, Lucifer, like any normal angel, had a set of both male and female genitals, normally angels used them to be able to have sex with both human men and women (sorry, i needed to rewrite this paragraph in a more poetic way but i was lazy), but Lucifer was smart and managed to impregnate himself (holy cheese!) and give birth to many beautiful demons, sadly as a side-effect of self-impregnation, none of his children had wings and they were either male or female and lacked all the angelic powers, but they were smart and beautiful much like their father, and could make a good army for the future revenge...
Nowadays, Lucifer's realm is nothing like the dark world it was in the beginning. A lot of great and prospering kingdoms were established and governed by the most powerful of Lucifer's sons and daughters. All the cruel zombies created by God were caught and locked in cages, so that they could cause no further destructions.
Eventually, Lucifer found a way to blend human souls into his children, as a result the demons gained special powers comparable to those of the angels, and the souls once again gained a stable vessel. For that, of course, he needed a lot more human souls so, much like angels in the past, his demons started visiting the Earth to sign soul contracts with humans by "seducing" them with all the stupid stuff humans needed (bigger money, greater orgasms, longer life, etc). All these luxuries meant nothing after the person died, but their soul was given a much bigger gift...