Absolutely! I can certainly understand how that would be a confusing concept, as I remember being confused (and a little terrified) in the beginning as well. I grew up in a Christian home, so there was a lot of information that I needed to grasp as well.
The Devil is a concept in traditional (or historical) witchcraft. He is nature, he is the serpent that came to Eve in the garden to give her the fruit of knowledge so that man would become free thinkers, rather than blind followers. What you need to understand about the Devil is that he is a concept. He is not a deity to be worshipped, because if we did then what is the point of giving us freedom from all gods? The concept of the Devil is indeed a deep mystery that does make it confusing. Wiccans will quickly brush off any association with the Devil as he is viewed as an evil entity, which is a very Christian way of thinking. So let’s back up a bit.
If you were to go back in history and look at the witch trials, a common pattern you will find is that witches were confessing associations with the Devil. When Christianity began to widespread throughout Europe, a lot of pagans were being converted (forcibly) to adopt a Christian lifestyle. In Norway, heathen temples were torn down and churches were built on top of it. Many became flocks of sheep to the New Religion, yet some were still committed to their old ways. Now, the Catholics did what they could to keep the people from revolting against the Church, such as converting pagan celebrations into Christian celebrations, but for those who could not be fooled, they chose to go in league with someone the Christians absolutely both feared and despised: the Devil. It was easy to associate with the Devil, too, because he represented the ways of nature. Isobel Gowdie is an excellent example of a witch of confessed being in league with the Devil (she confessed to this unprompted, too). You should read some of her confessions, if you every get the chance.
You should also talk to these two lovely people:
I know these two personally and I feel that they have been studying things like this much longer than I have and will therefore have much more information and resources they can offer for you, if you would like to learn more. There’s only so much information that I know as I am still researching and experiencing the Devil as part of my tradition.
I apologize for not being very eloquent, but hopefully I answered some of your questions and if you do have more you would like to ask or elaborate, please chat with those two as they will be happy to guide you. And of course, you can always drop your questions here too and I will be happy to do some research for you to give you a proper answer!
I think its important to understand that the devil is not a god. The reason Wiccans and others say that the devil is a Christian thing, is because it is. Literally before various translations of the bible the character of the devil bridging a number of stories with different characters did not exist. Lucifer’s falling is a mistranslation of some kings name, a guy who actually lost his throne. The serpent in the garden isn’t the Satan of Job. The Sons of god who came down from heaven and married human women aren’t Lucifer. The sons who laid with human women aren’t directly linked to Christ’s temptor. All of this is a construct and conflation. However, it is a powerful one. If you believe the things these (unwitting?) designers thought were evil are good and the things they thought were good were evil, then why not take up that figure? Whether you know academically its a construct or not. I think the crusades are evil not good. I think sex and masturbation for pleasure only is good not evil. So yeah the devil character(s) have a certain allure.