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Well what I would do for a tiefling bard:
Rakshasha-Spawn (A type of tiefling) Bard, you might want to consider picking up the alternate racial trait Beguiling Liar. As a beginner, for feat, I would recommend toughness so you can get more hp or improved initiative to go first in combat.
As for the demon lord...I will leave it up to you, there are so many of them.
Well, religion has very little influence on a Bard build, so I'd suggest telling us more about what kind of a Bard you'd like to play. Support? Healer? Skillmonkey? Frontline meatshield? Or even an all-singing-and-dancing jester?
Basically, for a bard you want to take a tiefling variant that does not get a charisma penalty, ideally one that actually gives you a bonus.
Bards are described as jacks of all trade, but spreading yourself too thin can you be unsatisfying. I'd suggest becoming very good at one or two things, with a couple of other things your character is ok at. That will determine your bard archetype (if you want to get one), feats, skills, spell selection and so on. For example, if you want someone to schmooze the pants of a nun, go for high charisma, traits or feats to boost DCs, possibly an archetype that gets you bonuses to, say, diplomacy For a versatile "skill monkey" bard you'd likely want something that keeps versatile performance or at least gives you a good substitute to much-used skills. A martial artist would likely pick a fitting archetype and prioritize physical attributes. It could even be thematic - if you want to go for a "dis" rap bard, you'd go for an archetype that lets you debuff or damage an enemy with your performance, like the court bard or the soundstriker.
For a new player, btw, I'd recommend not going for something like a demon lord worshipper. Evil characters in general don't work well in a team for new players, and demon lords don't even quite have the power of the major evil deity cults.