So why are christians so worried about the devil then..?
That I know of no Christian is worried or in fear of Satan.
Satan does try to lead God's people into disobedience through deception.
There is "fear", if you can call it that, of disobeying God - although that fear isn't the same as being scared of a monster - it's the "fear" of disappointing a beloved father..
My dad was pretty awesome, but I was always scared of letting him down. He never spanked me or physically punished me, all he ever had to do was tell me he was disappointed in me and walk away.. I lived wanting to make him happy, so my actions were geared toward that end, making him happy with me. Any disappointment he occured at my hand was soul crushing to me.
A Christians relationship with God is just like that, we fear His disappointment in us; we fear letting Him down - not any punishment - and this is out of a deep love and respect for Him.
As far as Satan. The Bible tells us through the actions of Jesus during His time of temptation how to overcome and be victorious over temptation - that is to know scripture, and know it well, that is to pray, and be inside a relationship with the Father who loves us, that is to have on, at all times, the full armour of God.
With that preventative prescription there is no temptation impossible for us to overcome. And if we slip up, we have a Father who loves us, and will always be there to forgive His children.
There is nothing in a Satan who is without that causes me fear... my greatest fears are my own evil inclinations that are within me which I have yet to overcome, and that "fear" is because I love and respect God so much that it means everything to be called His daughter, and I don't want to bring shame to His Name through my actions...