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The Bible does not contain the name Lucifer. That name was assigned to Satan, in his pre-fallen state by St. Jerome, the same fellow who first translated the Bible into Latin. The name Lucifer was borrowed from Greek mythology: Lucifer was a minor deity associated with the morning star, and the son of Helios, the original Greek sun god. Helios was later eclipsed by the sun god Apollo in both the Greek and Roman pantheons. Jerome was no doubt thinking of the biblical references to Satan as a morning star, or as in 2 Corinthians 11:14, his ability to manifest as an angel of light. Although I do not think Jerome's assignment of the name Lucifer to Satan was unreasonable, it has resulted in a not-so-surprising number of people who believe Lucifer was a name given in the Bible. It wasn't. The "names of Satan" question at http://ebible.com/questions/2243 has more information about the different names of Satan.
Phil Vincent had some great info on the origin of the name "Lucifer" as attached to Satan. Must be that first name... :-) The original language description of the verse that "names" Satan as "Lucifer" (Isaiah 14:12-14) actually means "a shining one" (hê-lêl-Strong's 1666). Combine that original language definition to St. Jerome's "educated guess" to help his readers understand Satan and voîla! You have the name "Lucifer" introduced into the KJV. Translations done in modern English have returned to the original language understanding (http://biblehub.com/isaiah/14-12.htm), which is a real good thing!
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