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God's message to King Saul through prophet Samuel, after Saul disobeys God, is:
1 Samuel 15:22-23 (RSVCE)
22 And Samuel said, βHas the Lord as great delight in burnt offerings and sacrifices, as in obeying the voice of the Lord? Behold, to obey is better than sacrifice, and to hearken than the fat of rams. 23 For rebellion is as the sin of divination, and stubbornness is as iniquity and idolatry. Because you have rejected the word of the Lord, he has also rejected you from being king.β[a]
Footnotes:
a. 15.22-23 Samuel does not condemn sacrifices but says obedience is better.
The Jerusalem Bible | Popular Edition has for v. 23: "Rebellion is a sin of sorcery, presumption a crime of the teraphim."[b]
Footnotes:
b. 15.23 'False gods': teraphim - people kept these things in their houses?! Scarey! - were household idols.
It is assumed that the readers of this answer know the connection between divination, idolatry, sorcery, idols, and demons/fallen angels.
Another revealing is the passage is John 8:39-47 (RSVCE): Jesus and Abraham in which Jesus contrasts children of the devil with children of Abraham. Thus Abraham did the opposite of what the devil did. Abraham listened to God, obeyed, trusted, and had faith in God.
Recalling Jesus saying, βIf you love me, you will keep my commandments." [John 14:15 (RSVCE)] and our first parents fell by failing to keep the one commandment God enjoined on them, and Abraham passing the obedience test, and the passage quoted in 1 Samuel above, loving God means keeping his commandments and obeying him especially when he directly commands.
Combining this with the passages from 1 Samuel 15 and John 8 above, the sin of the fallen angels was that of disobedience.
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I have found nowhere in the Bible where it says that Satan became sinful, or why the other Angels that followed him were cast out of Heaven. There are some clues which we find that tell us about their ejection. And it appears possible that they were created as evil beings.
All Scripture is quoted from the King James version unless otherwise noted.
Isaiah 45:7 I form the light, and create darkness: I make peace, and create evil: I the LORD do all these things.
According to this Scripture God himself creates evil. If we extend this we may deduce that Satan and his minions were probably created evil by God himself, even though that may be a false assumption, and it may be that those Angels chose to assume evil as did man in the Garden of Eden.
1st Samuel 18:10 And it came to pass on the morrow, that the evil spirit from God came upon Saul, and he prophesied in the midst of the house: and David played with his hand, as at other times: and there was a javelin in Saul's hand.
This Scripture appears to show that God either has evil spirits, or has control over evil spirits.
Rev 12:1 through 4 And there appeared a great wonder in heaven; a woman clothed with the sun, and the moon under her feet, and upon her head a crown of twelve stars: And she being with child cried, travailing in birth, and pained to be delivered. And there appeared another wonder in heaven; and behold a great red dragon, having seven heads and ten horns, and seven crowns upon his heads. And his tail drew the third part of the stars of heaven, and did cast them to the earth: and the dragon stood before the woman which was ready to be delivered, for to devour her.
From this Scripture we learn that God in his omniscience created Satan for the express purpose of opposing God's plan for salvation of man, and that this took place in Heaven.
Rev 12:7 through 9 And there was war in heaven: Michael and his angels fought against the dragon; and the dragon fought and his angels, And prevailed not; neither was their place found any more in heaven. And the great dragon was cast out, that old serpent, called the Devil, and Satan, which deceiveth the whole world: he was cast out into the earth, and his angels were cast out with him.
From this Scripture we learn that Satan was at one time in Heaven along with the other fallen Angels, which may have also been created evil and were aligned with Satan even before the war in Heaven. We are not told the cause for the war in Heaven to begin, but it seems reasonable to assume that it was a power struggle between the forces of good and the forces of evil.
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Isaiah 14:12-15 is probably the closest the Bible gets to describing what the devil's sin was:
How are you fallen from heaven, O Lucifer, son of the morning! How are you cut down to the ground, which did weaken the nations! For you have said in your heart, I will ascend into heaven, I will exalt my throne above the stars of God: I will sit also upon the mount of the congregation, in the sides of the north: I will ascend above the heights of the clouds; I will be like the most High. Yet you shall be brought down to hell, to the sides of the pit.
As for the demons, or the third of the angels who followed him, it was probably the same thing, though I have yet to find such a reference.
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This would depend on how one views God "saying" something. Do you mean a direct quote of the Lord speaking, or a verse from the Bible itself (God's Word)?
If we look for word-for-word quotes by the Lord Himself, there are none that explicitly state what the fallen angels were guilty of, hence the difficulty there. However, looking through Scripture there is one place that comes to mind:
We find a Scriptural reference to the angels "falling", and what they did to do so, in Genesis 6:2 & 4
2 That the sons of God saw the daughters of men that they were fair; and they took them wives of all which they chose.
4 There were giants in the earth in those days; and also after that, when the sons of God came in unto the daughters of men, and they bare children to them, the same became mighty men which were of old, men of renown.
Revelation is also used, however John is told the War in Heaven is an event "to come", which eliminates it as a possibility, being so far in to the Tribulation period.
If you've read the Book of Enoch and consider it Scriptural (as Athenagoras, Clement of Alexandria, Irenaeus and Tertullian all wrote it was), then we have more detail:
1 Enoch 7:1-2
1 It happened after the sons of men had multiplied in those days, that daughters were born to them, elegant and beautiful. 2 And when the angels, the sons of heaven, beheld them, they became enamoured of them, saying to each other, "Come, let us select for ourselves wives from the progeny of men, and let us beget children."
As well as Chapter 8:
Moreover Azazyel taught men to make swords, knives, shields, breastplates, the fabrication of mirrors, and the workmanship of bracelets and ornaments, the use of paint, the beautifying of the eyebrows, the use of stones of every valuable and select kind, and of all sorts of dyes, so that the world became altered. Impiety increased; fornication multiplied; and they transgressed and corrupted all their ways. Amazarak taught all the sorcerers, and dividers of roots: Armers taught the solution of sorcery; Barkayal taught the observers of the stars; Akibeel taught signs; Tamiel taught astronomy; And Asaradel taught the motion of the moon. And men, being destroyed, cried out; and their voice reached to heaven.
This, of course, depends on if you consider the book. If not, then only Genesis 6:2 & 4 gives us an idea of why the angels fell - they lusted for the daughters of men.
In regards to Satan, the Hebrew Bible only personifies him in 3 places - an accuser in Zechariah 3:1-2, a seducer in 1 Chronicles 21:1, and a heavenly persecutor in Job 2:1. This is also in line with his only appearance in the New Testament where he attempts to tempt Christ. He is always inferior to God, always under God's command, and almost always in Heaven - this paired with him never being described as such eliminates him as being an angel, let alone fallen. The Oxford Dictionary of the Jewish Religion ascribes this idea to a misinterpretation of Isaiah 14:12.
Sources:
- Genesis & 1 Enoch
- The Oxford Dictionary of Jewish Religion
- Hermeneutics, Intertextuality and the Contemporary Meaning of Scripture
- "Lucifer" - The Jewish Encyclopedia