Where did Jesus' belief in the devil come from? In Jn 8:44, Jesus tells some people that their father is the devil. I have read that in Judaism there is no devil, so I was wondering where did Jesus' belief in the devil come from.
In Judaism, there most certainly is a devil, first alluded to in Genesis 3. The serpent mentioned that deceived Eve is known to be the devil, and we can specifically see a more direct reference to the devil itself, named a garden cherub, being cast from "the holy mountain of God" starting in Ezekiel 28:15.

Further, the story in the book of Job has its premise in a direct conversation of God with Satan. We know Jesus had read Job, because he was wise in the Scriptures, and the Hebrew writer (someone contemporary with the birth of New Testament Christianity) referenced Job in Hebrews 11:4. 

Most definitively, we have the encounter of Jesus with the devil directly as he was tempted in the desert for 40 days. Jesus knows he is the Son of God, and the devil knows it, too, and tries to get him to bow before him, but of course he fails, and leaves upon hearing "Begone, Satan!" in Matt. 4:10. 

The Jews of Jesus' time also spoke of demons frequently, even going as far as to question if Jesus' miraculous casting out of demons was by the power of 'the prince of demons', Beelzebub/Beelzebul (Matt. 12:27) (which of course, it was not, because it was done by the authority of God.).

Those are just some of the tangible ways we can see that Jesus could have known about the devil, not the least of which was in Scriptural records and oral tradition. However, do not forget that as Christians, we believe that Jesus is holy and descended from heaven itself, and had all spiritual knowledge needed to teach the world what it needed to know. The demons (sometimes called 'unclean spirits') I mentioned previously also were familiar with Jesus, just as Jesus is familiar with them and the devil they serve, demonstrated in Acts 19:15 when the sons of Sceva unsuccessfully tried to exorcise a demon. The demon, upon hearing the command to come out of a man in the name of 'the Jesus that Paul proclaims', replied "Jesus I know, and Paul I recognize, but who are you?".

In short, the Bible is filled with references to Satan, both in the Old and New testaments. The Old testament, which Jesus evident ally studied much of, references the devil plenty. I am not familiar with the modern practice of Judaism, but in ancient times they still had more than just the Torah, they had the books of the prophets (especially Isaiah). The new testament, that was written concerning Jesus, references interactions with the devil and demons frequently, as proof that Jesus was familiar with, interacted with, and had power over them. 

I hope my answer was clear enough.