Pan (Italian; Fauno, from the Roman naturegod Faunus as in Flora and Fauna, the plants and animals.) is the Greek version of the horned god walking around on goat feet. 

In Inuit mythology, Pana was the god who cared for souls in the underworld (Adlivun) before they were reincarnated.

According to Herodotus, Pan was considered one of the youngest of the Greek Gods (along with Dionysus and Heracles), but in Egypt, one of the original eight Gods who were the earliest of all.

This horned goat-like god is often called Samael but is in fact the same as Enlil, Cernunnos, Azazel (Azael) or Satan.  The Pagans and Wiccans deny every reference to Satan, but Satanists bluntly acknowledge that they are one and the same, according to Satanist hymns where praise is given to;  

The horned god is also often identified with Odin and Osiris;

Long before man walked the green earth, the horned god of the sun fell from heaven and lived upon the earth. His crime of pride was being absolved by occasional incarnations in human form, until such time as his people would once more take their place beyond the stars. His death during these incarnations was always sacrificial, and at the hands of his own people. Wicca tale.

His first death is recounted in the following legend.

"The horned god was lashed to a T shaped oak cross in a glade of the wildwood. (Like Odin was hung in the worldtree; chained to matter.)  His body was pierced with yew darts to cause the blood to flow onto the ground. His limbs were bound with cords tangled into thirteen magical knots. The animals of the wildwood led the Lady to her dying god. She cut his thongs with her dagger which was carved from moon crystal. Gnomes, elves and faeries helped carry the god on a flower strewn bier to the Lady's crescent shaped boat moored on the River of Death. She ferried the horned god to that secret cavern within the hollow hill, to which we all must travel at the closing of the shadows. There she awakened him from Death's chill sleep with a kiss from her chaste lips. He remains there, enthroned, ruling his dark kingdom with the phallic staff of authority. As a measure of his gratitude to the animals of the wildwood, he placed them under his special protection so that none should harm them without engaging his wrath." Wicca tale.

Osiris too, after being scattered across the universe in fourteen parts, was magically united and revived by Isis (Nature). 

These stories are about reincarnation; Odin was hung into the worldtree, his blood (soul) spilling on the ground. This is the universal earthbound soul that is chained to the earth, revived into new forms of existence by nature; Lillith, Isis, Azazel.

These are a few of the names associated with the Horned God:

Puck, Old Horney, Lugh, Lluh, Llew, Old Nick, Apollo, Old Jack, Robin Goodfellow, Gwern, Cernunnos, Osiris, Cerne, Herne, Ahira, Lud, Hu, Attis, Damuzi , Odin and Samael.  (Wicca sources)

Pan stands for the animal world; he is the life of the animals; the animal soul.

You shouldn't wonder why the Christians say that Pan, Cernunnos and Satan are the same, you should sooner wonder why this power is portrayed in the same manner in so many parts of the world.