Simon Sebag Montefiore and Sheila Fitzpatrick at least both mention Stalin's webbed feet. Montefiore says that he was so embarassed by them that when doctors would examine them at the Kremlin, he would cover the rest of his body and head with a blanket.

As far as it being "a sign of the devil in Russian folklore", this particular quote comes from Anne Applebaum's review of Kotkin's biography in The Atlantic. I can't find any evidence of such a superstition, beyond a mention in Elizabeth Warner's Russian Myths of rusalki (which are something like a cross between river mermaids and vampires) having webbed feet.

It's all a little academic since Stalin was Georgian and grew up in Georgia, so he would have grown up with different folklore traditions from Russian ones.

Sources:

Simon Sebag Montefiore. Young Stalin

Elizabeth Warner. Russian Myths