I'm still not convinced that the Devil is Sam's father. I think his father ripped that page from the contract, not because someone else was Sam's father, but because his actual father has a secret past (and a different true name) that he didn't want revealed.
I admit to being thrown by that conversation with the Devil in the premiere, but I noticed that his comments were heavy on implication, without ever outright stating that Sam is his son.
He might be a grandson, though. The contempt the Devil shows for his children in this episode mirrors the contempt he has for Sam's father.