Is there anyway to create a revit keynote that will automatically change the number when you copy the device like you can do in autocad?
Do you really mean a keynote? In Revit a keynote associated with a specific family is meant to be the same keynote value for all instances of that type. If you are referring to the Mark parameter (a unique number for each device) that some tags are set up to show then copying or creating a new instance should also incrementally increase the number associated with the Mark parameter.
When you copy the device, also select the tag and copy them both. You should see the Mark value increase by one increment. The actual value will depend on the last value used. If you placed a device and its Mark value is 45 then copying a device elsewhere should show 46 in its tag. You can also just tag the copied device if you don't also copy the tag in the first place.
If you place a new device you can enable the Tag on Placement option (ribbon) and a tag will appear by the device as you place each one, an incrementally increased new Mark value appearing in each tag.