Thank you for your question. This dream may have left you feeling a sense of discomfort, but often our dreams are more about our own relationships and even aspects of ourselves.I feel that it is important that I share a bit with you about the theory that I most like to refer to, but also the theorist so that you understand the perspective that i work from. I tend to rely on symbolism of the dreams and focus on what your personal emotional response is to the dreams. i rely on a Jungian perspective for the significance. "According to Jung, dreams are a way of communicating and acquainting yourself with the unconscious. Dreams are not attempts to conceal your true feelings from the waking mind, but rather they are a window to your unconscious. They serve to guide the waking self to achieve wholeness and offer a solution to a problem you are facing in your waking life." (resource:http://www.dreammoods.com/dreaminformation/dreamtheory/jung.htm) "Some researchers believe that dreams help you to tackle stress. Dreaming is a necessity and helps to recharge the mind and revitalize the body. In dreams, negative emotions tend to occur twice as often as pleasant feelings. Fear and anxiety are the most commonly expressed emotions in dreams, followed by anger and sadness." Jung also believed that you can interpret your own dreams by focusing on the emotional response and looking for correlations. It is also believed that you can interpret your own dreams with the correct tools. I do encourage you to look at purchasing a dream dictionary. I have several at home, but there are also great internet resources. One thing to consider about your dreams, is that they often occur more vividly or frequently while you are processing a change or transition. We will look at your symbolism and then determine how it fits best for you. You will know how it is applicable, but i hope that I can provide you with the symbolism and you can look for the themes that fit your personal situation. I especially think that it is important to look at the possible archetypes in your dreams, most specifically the persona and the shadow....
The Persona is the image you present to the world in your waking life. It is your public mask. In the dream world, the persona is represented by the Self. The Self may or may not resemble you physically or may or may not behave as your would. For example, the persona can appear as a scarecrow or a beggar in your dream. However, you still know that this "person" in your dream is you.
The Shadow is the rejected and repressed aspects of yourself. It is the part of yourself that you do not want the world to see because it is ugly or unappealing. It symbolizes weakness, fear, or anger. In dreams, this figure is represented by a stalker, murderer, a bully, or pursuer. It can be a frightening figure or even a close friend or relative. Their appearance often makes you angry or leaves you scared. They force you to confront things that you don't want to see or hear. You must learn to accept the shadow aspect of yourself for its messages are often for your own good, even though it may not be immediately apparent.
In your dream you may have felt a sense of discomfort that you were pregnant by "satan" but satan is more symbolic of an emotion or a personality characteristic. I am referring to a resource called "dreammoods" for the reference of the symbolism related to "satan or the devil."
Satan or the devil in your dream signifies fear, limitations, and negative aspects of yourself. You may be harboring feelings of guilt. It is time to release these feelings. Alternatively, the devil represents intelligence, cunningness, deception, and cleverness.
To dream that the devil talks to you suggests that you will find certain temptations hard to resist even though you know it is not in your best interest.
To dream that you and the devil are friends suggests that you are easily influenced and can be persuaded into doing something you do not necessarily want to do. Alternatively, you may be dealing with issues of morality." This may be more personal for you if you feel that your partner was not aware of your desire to become pregnant, or maybe you had not told anyone that you were no longer using birth control, or maybe you actually feel guilty about being pregnant. Maybe you have fears about the maternal role. As far as your pregnancy specifically, this may be relevant to the anxieties of being pregnant and then the fears of talking to others or disclosing this. There is a correlation between your dreams and menstrual cycle and/ or hormones. Women are more likely to have bizarre or vivid dreams during pregnancy or menstruation. You may have vivid dreams for a while! Especially while you are transitioning with the new maternal role!
So, dont fear your dream or the spiritual aspects of what you dreamed about. The dream is more about your fears and the awareness of the pregnancy and likely the disclosure to others :)