Do you really believe Jesus and Satan are brothers?

I've never heard it taught that way in church.  But I suppose that you can see it that way - sort of.  You see, we do believe that we all lived together before we came to earth, and we were one big family.  Some of Heavenly Father's children were rebellious and decided to try to lead us astray.  They became the devil and his angels.  

So the important doctrine (and the one we do teach in church) is that Jesus is our older brother.  We acknowledge the existence of the Devil (or Lucifer, or the adversary, or Satan, or whatever name you'd like), but we try not to spend a lot of time on him.

Also, since Lucifer's decision to rebel cost him his inheritance and place in the Kingdom, I think he's been effectively disowned. So I guess, technically, he is no longer our brother (Or Jesus's). 

The doctrine that Lucifer is a fallen angel is, by the way, based on the Bible.  Isaiah 14.

Now, good Christian, let me put it back to you.  Where do you believe the devil came from? Was he created by God?  Is there anything that was not created by God?  Did God create evil? 

You see, no matter how you answer this, it creates logical problems - and opportunities for me to distort your beliefs.  Which I would not do, because my focus (and the teachings of the church) are centered on a loving God who is our father, and we are his children.  Most of the complications come from this thing that Mormons call "agency" - the right to make decisions, which God gave to his children to help them.  It is where  the struggles with faith come from. You can distill this and many other questions back to this one: Why does a loving God allow bad things to happen like war and suffering? It takes an understanding of the whole plan (and believing that there is, in fact, a plan) to address the hard questions.