I put down some words regarding the doubts I have on the established lore of how both Salford and Manchester United came to the nickname of ‘The Red Devils’. However, it is still highly likely that Salford were known by that nickname before Manchester United were. 

The same can be said about the classic United home kit of red shirts, white shorts and black socks. Salford certainly cemented the use of those colours before Manchester United, as James Higson explained in his 1892 history of the club:

At the beginning of this season [1884–85] and after an animated discussion the colours of the Salford Football Club jersey were changed. Down to that time the colours were amber, black and scarlet-striped jersey, white knickerbockers, and black stockings… 

The meeting decided to leave the choice to the Committee, and they chose… red jersey, white knickerbockers, and black stockings.
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Manchester United were Newton Heath LYR back then and its players either wore green and gold jerseys, or more likely white jerseys.2 In 1887, Newton Heath LYR appear to have changed its colours to red and white half-and-half jerseys with navy shorts and socks, but would move to predominantly green and gold in the early 1890s, and then back to white in the late 1890s. Only in 1902, when Manchester United rose from the ashes of Newton Heath were its colours changes to those which we associate with that club. 

This fact is another perhaps lost beyond living memory as Salford would experiment with its sock choices in the 20th century, evidenced in the 1930s with red and white hooped socks, and later all red or all white socks.