My Sunday school teacher says that Cain is the son of the Devil. I don't see where in the Bible this is true. Is it?
If your teacher means physically, then it is time to find a better teacher.
"Now Adam knew Eve his wife, and she conceived and bore Cain, and said, "I have acquired a man from the LORD."" (Genesis 4:1).
The word "knew" is a Hebrew idiom for having sex with. We still use the same idea in English when we say that Joe was intimate with Mary. The word "intimate" is to be a close acquaintance, to know someone really well. The result of Adam's sex with Eve was that she conceived a child who was born and named "Cain." Eve even declared that she received her son from God; Satan wasn't involved in this in any way.
To give your teacher a benefit of a doubt, there is a way we can say that someone is a child of another when that person closely follows the practices of another. Jesus accused the Jews of imitating Satan in their life. "You are of your father the devil, and the desires of your father you want to do. He was a murderer from the beginning, and does not stand in the truth, because there is no truth in him. When he speaks a lie, he speaks from his own resources, for he is a liar and the father of it" (John 8:44). John later takes that concept further by dividing the world into two classes of people: those who follow God and those who follow Satan. "In this the children of God and the children of the devil are manifest: Whoever does not practice righteousness is not of God, nor is he who does not love his brother" (I John 4:10).
Just as a Christian is a child of God, even though God was not his immediate physical father, so are the wicked children of the Devil. It is a father-son relationship in the spiritual sense.
Cain did not start evil. Even before Cain killed his brother in a fit of jealousy, God warned him, "So the LORD said to Cain, 'Why are you angry? And why has your countenance fallen? If you do well, will you not be accepted? And if you do not do well, sin lies at the door. And its desire is for you, but you should rule over it'" (Genesis 4:6-7). Cain could have done well if he kept control over himself, but sadly he gave in to sin. Since there isn't anything to indicate that Cain later improved, we conclude that Cain became a child of Satan because he entered into sin and stayed there. "For this is the message that you heard from the beginning, that we should love one another, not as Cain who was of the wicked one and murdered his brother. And why did he murder him? Because his works were evil and his brother's righteous" (I John 3:11-12).
His words were that Eve had sex with the devil and Cain was the outcome of it.
You see that God says differently, so I would suggest finding a teacher who respects the Word of God.