In Matthew 4:1-13 and Luke 4:1-11, Jesus was in the desert for 40 days and tempted by Satan. Of particular interest is the first temptation.
3 Then the devil said to him, “If you are the Son of God, tell this stone to become a loaf of bread.”
4 But Jesus told him, “No! The Scriptures say, ‘People do not live by bread alone.’”
Satan full well knew who Jesus was! There couldn't have been any doubt in Satan's mind as to Jesus' identity, as opposed to the Pharisees and Sadducees, who simply refused to believe. No, Satan isn't really asking Jesus to prove Himself. Rather, he has some other motive...
What was Satan's motive in asking Jesus for a sign of His identity?
I consider myself non-denominational, but I grew up Wesleyan, so the closer answers are to that, the better. I won't turn away Catholic or Orthodox answers though.