Have any of you ever looked at the depictions of the Gods and Goddesses of Egypt? If you haven't you ought to. One of their Gods is a depiction a God that roams the underworld in the appearance of a man with a ram's head.
Who knows? I don't think so though.
@Haroush That is actually Ra, the sun god. He took the form of a ram on his underworld journey. It was believed that when a Pharaoh died that he merged with Ra (literally the sun), journeyed through the underworld to complete several trials before being reborn, thus causing the next sunrise. I think that the idea of Satan's appearance is more owed to a combination of the demons of Celtic mythology and possibly the Satyrs of Greek mythology.