In Alien: Covenant, Christopher Oram says:
I met the devil when I was a child
I didn't remember another scene that might have explained this or given background information on this character.
What does he mean by that?
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There is a lot of back-story for the characters missing from the actual film, but thankfully if you're interested you can fill it in through the following clip and interviews:
As is indicated in the film Christopher Oram (Billy Crudup) is seemingly disparaged for being religious and/or faithful, while he does have a bit of a victimization-mentality about himself, but he also does seem to be genuinely faithful.
If you read his section in the SlashFilm article at the link above, you'll find that they mention that he grew-up in a Pentecostal home. Assumming he follows the same/similar faith as an adult, one of the features of Pentecostalism is the belief in true experience with divinity. Like a kind of contemporary Gnosticism.
Essentially, he could mean exactly what he said, in that, as a child he could have had a religious experience that through his faith he has come to understand as a divine encounter with the divine form of evil (the "Devil"), and that his faith persists as an adult in an advanced scientific society (seemingly) because of his personal experiences. Personal truth and experience are often powerful means of distinguishing one's world-view from their world's/society's world-view.
So, there was no explicit scene in the film, but based on the limited characterization in the film -- or by researching into the background materials surrounding the film (the "mythos") -- we are seemingly supposed to assume that he is speaking literally, from his experiences of faith and religion.