Children realise by about six that Santa Claus is really a game of pretend. Introduce the idea of it being a game of Santa Claus bringing the presents from as young as they are able to talk, especially if you are a church going family, or confidence in the existence of the other invisible entities that you profess existence might also be undermined.

As an atheist I never hid my belief that God is a mythological creation of society, as much as Jesus or Santa Claus. Nevertheless, as I live in Spain, my family always played out the social norms of Santa Claus bringing a present on the 25th of December, and the Three Wise Men bringing another on the 6th January. My son got his exposure to religion at school, and as an adult chose to get baptised into the Catholic church. The choice was his own, he was brought up in an environment that was free and made aware that faith is a personal choice. He chose an outlook on life different from mine, and I never felt the need to lie to him.