Although Richard is right in that the Ancient Greek religion had no figure equivalent to the Devil in Christianity, this statement clearly hints at revelations to come. It is also a complex nod to Donna Tartt's friend, the writer Bret Easton Ellis.
Bret Easton Ellis was at Bennington College at the same time as Tartt. His first two novels, Less Than Zero and The Rules of Attraction, were both written whilst Tartt was working on The Secret History. In The Rules of Attraction passing mention is made of Tartt's then-unpublished novel when Ellis describes a group of Classics students: "those creepy Classics kids, off in the woods performing human sacrifice". Tartt returns the favour later in her own novel when she refers to the suicide of a freshman girl, an event which takes place in The Rules of Attraction.