My earliest memories of the Santa story involve me deceiving my parents into thinking I believed it. In all the Christmas movies and stories of the time, the Santa-skeptic kids were always bad guys, and the true-believers were depicted as innocent and good. I picked up on the social norm of "naive child=good, skeptical child=bad" pretty quickly.

I got the strong impression that my older siblings were playing along as well. I never actually asked them, though.