Satan is a Nibbler (or at least looks like one). He looks like a Hell Nibbler with horns and beard. You can find Satan in a secret warp zone on level 3-4. First you'll have to complete the warp zone itself (it's the hardest level in the game), and then you'll get into the Satan's Lair. Satan will say that you've proved your worthiness and will offer you immortality. You can either accept his offer and become immortal for the rest of the game, or decline it, the latter will give you 20,000 coins, and you'll have to kill the Satan.