I was raised in a good Christian home, with 5 brothers and sisters and none of us were damaged because our parents let us watch Santa Clause is Coming to Town, and Rudolph the Red-Nosed Reindeer - so many times we knew most of the words, and the hundreds of hours listening to Gene Autrys Christmas album on my Dads hi-fi. Just good clean fun, and cherished memories. And we are all still strong Christians, with one of us ordained and working as a Police Chaplin. If you balance growing up with a strong Christian upbringing, you could not convince me there is a problem.
You say you watched the various movies, but did your parents tell you Santa Claus was, in fact, real? The big jolly bearded man that brings presents down a chimney and eats the cookies and milk left for him?