Flyers fan chiming in - just like Masked Fan says above and others have also said, as long as you don't go overboard with your behavior, feel free to come and root for the Devils or whatever team you happen to support. Yeah, you'll hear some heckling, but as long as you don't cross the line in retaliation and keep it good natured, you'll be fine.
Just be wise enough to recognize if you're near the drunken loudmouth who wants to pick on someone and provoke a reaction, or to look at it from the other side, make sure you're not that loudmouth. Every arena has those people and it's always best to avoid them.