So there's a thing you might have noticed about the Devil in folk music and sometimes in folktales: he's a little bit on the dim side. So much so, in fact, that he is hard to credit as a fearsome tempter, and in fact cannot possibly function in the role assigned to him by folk religion.
Consider his interrogation of a maid in Child #1, for example. From the 15th century to the present day, the male figure in the story (identified as the Devil in the earliest versions, though in some a human knight and in others not described in any way) requires a woman to answer a series of questions. These are presented as riddles, but the answers aren't tricks in any way. "Gosh," the devil says, "you really do know of something even higher than a tree. I guess I'll leave you alone now." In the modern version with which I am most familiar, he even starts by promising to make the poor girl answer nine questions, but seems to give up before the last one, perhaps after realizing how pathetically easy she found the first eight. One can almost envision a comedy routine based around this premise - "Oh, I have a hard one for you! What's louder than a horn?" "Um, maybe thunder?" "Damn, you got that one too. OK, I know, what's even worse than a woman?" "You are, Satan. Go away. Also, the questions you try to pass off as riddles. Those are worse. Your riddles are bad, and you should feel bad. Ice bear judges you."
Alternatively, there's a well-known song about the Devil showing up to a farmhouse and threatening to take one member of the family away. The farmer doesn't have to think very long before offering up his wife, who, it turns out, is such a nag that the Devil never has a moment's peace and ultimately gives her back. One supposes he at least made their mortal lives marginally worse, as thereafter they both must live with the knowledge that the husband had offered the wife up to the Devil without much hesitation, but on the other hand many versions of the song end with the Devil agreeing to leave the whole family alone thereafter, implying that if his goal was to get one or more of them to ultimately end up in Hell, he failed miserably.
There's also an old folktale about the Devil coming to claim a man's soul, and one of the man's sons (a lawyer) getting him to agree to wait until a certain candle has burned down. As soon as the Devil is gone, the son snuffs out the candle, implying that the Devil both didn't see that coming and is bound more by the precise wording of his promises than he is by the fact that they just agreed to let him take the man away when the candle went out. In other words, the Devil is bizarrely legalistic, but in no case is he shown as being particularly bright or remotely effective at his job.
This continues into the modern day, with folk-inspired songs like "The Devil Went Down to Georgia," in which we learn that Satan has a quota to fill and gets so desperate he challenges somebody to a fiddle contest even though he seems to have done enough research to have known the person was a talented musician. Consider also "Friend of the Devil," in which the Prince of Darkness gives the narrator a loan, then demands it back later on, and is otherwise not nearly as much of a problem for him as the sherriff. Satan doesn't even charge interest, any more than he ever does where souls owed him are concerned; it seems that, if given the choice, getting a loan from the Father of Lies is actually a better idea than getting one from any ordinary bank. (While not traditional, these songs depend on their ability to draw from a tradition with which the listener is expected to be familiar.)
Heather Dale sings a marvellous song called "The Black Fox" (I don't believe it's original to her) in which the Devil poses as a fox in order to show a group of unfortunate hunters a good time, then reveals himself and scares them all away, but never actually tries to do anything to them. This last one, at least, fails to imply the Devil is even trying to be in any way a problem for the hunters; perhaps he just has a taste for scaring people by jumping out of the greenwoodside and going "Haha, I'm actually Satan! Boo!" (I guess when you're stuck in Hell all day, any excuse to get out of the house is a good one.) But if the other songs and stories are anything to go by, the best response to Lucifer showing up to visit while you are here on Earth is not fear, but exasperation.
Unless you really need a loan, the Devil is best regarded as a mild nuisance.