What should I tell my children about Santa? Is it wrong to lie to my children about the existence of Santa? When they get older how do I explain to them that I was lying? How can I expect them not to lie when I confess to them that I had been lying about Santa's existence?
Perhaps the question really is, "Should I lie to my children?" or "Should I lie?"  The answer to both of those is, of course, "No."

Certainly it is culturally normative to tell children about Santa.  However, right and wrong in Christianity are not determined by how acceptable it is to a culture.

My parents told me the gifts were from them, and I appreciated them for it--not some mythical being.  Christmas for devout Christians is a remembrance of Jesus and not the celebration of fairy tales.