According to food historians, "deviled" was in reference to food back in the 18th century. It wasn't until the 19th century that deviled eggs came to mean "spicy" or "zesty." Here's a great site featuring deviled eggs: http://www.deviledeggs.com/.
The term "deviled" usually refers to some sort of heavy spices or seasonings being added to food. In the case of eggs, it refers to the cayenne, hot sauce, jalapenos, or mustard that are typically used.
Deviled eggs were given their name by a business man who began experimenting with mixing mayonnaise with different products such as ham and eggs. They were then named deviled meaning that they had a kick to them.