In early Arthurian legend, Merlin was the product of a conception between a demon and a virtuous sleeping woman. This idea was apparently popular, as it made its way into a lot of medieval art. The devil could be blamed for all kinds of things, like an unexpected pregnancy, a child's death, a child who who did not resemble his father, or one who grew to be evil or strangely gifted. See a roundup of art illustrating such stories at Flashbak. -via Everlasting Blort
Now that I know better, I won't be making that mistake again.