It's a little known fact that Satan is actually the fourth member of the Holy Trinity. As The Father is masculine, The Adversary is naturally feminine. She is evocative of matter, in contrast with The Holy Spirit's transcendent nature– i.e. she is The Demiurge.
"The Devil" is often portrayed as a mysterious man. This actually doesn't represent The Adversary at all. A dark, mysterious man is representative of The Shadow of humanity. He is not divine or infernal at all, but deeply human.