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Lillith was a figure in Jewish legend.
There's a good answer to your question here: http://jewishchristianlit.com/Topics/Lilith/
Here's an excerpt:
While it is true that there was a rabbinic tradition that Adam briefly had another wife before the creation of Eve (Genesis Rabbah), there is a great deal of doubt as to whether Lilith had any connection at all to this first wife of Adam story prior the publication of the Alphabet. The satirical nature of the Alphabet casts further doubt on the authenticity of this Lilith connection. But whatever its origins, the connection between Lilith and the first Eve seems to have struck a chord with Jewish folk imagination and it is now an inexorable part of those traditions.
Upvote:7
Depending on the translation, Lilith does appear in the Bible at Isaiah 34:14. In that verse, there's a word לִּילִית which is transliterated to lilit and translated to a variety of different things including Lilith, Lamia, and screech owl.
Notably, the New American Bible—used prominently by us American Roman Catholics—translates Isaiah 34:14 as:
Wildcats shall meet with desert beasts, satyrs shall call to one another; There shall the lilith repose, and find for herself a place to rest.
It's understood by the context that lilith is some kind of demon.
However, the myth of Lilith being Adam's first wife dates from the Medieval period, specifically a story within the second alphabet of of Jesus ben Sirach. Wikipedia has the full textual mention of Lilith from the Alphabet, but it's not a Christian story: it's Jewish in origin.
Because it dates from the Medieval period, no mainstream Christian denomination teaches it as even remotely true or divinely inspired.