I stopped believing in Santa Claus at age seven, probably shortly after Christmas, when my older brother told me he didn't exist. I was very upset and cried at the time. But a year later, as Christmas approached I had a very "special," superior feeling from knowing something my parents didn't know I knew. I think it was on the same Christmas day when I was eight that I informed them I knew he wasn't real. Mysteriously, after this he no longer gave me any presents, though I think the total number was unaffected.
I don't recall having any conscious sense of having learned any more general lesson from this experience. It didn't lead me to stop believing in God since I never had, my parents being atheists. I suppose it might have made it easier to understand how others could believe in God or other things without objective foundation but, again, have no conscious recollection of its having played that role.
Seems to me you probably can't learn much from individual anecdotes about the causal relations being asked about here.
I've long entertained a dubious regard for the practice of lying to children about the existence of Santa Claus. Parents might claim that it serves to make children's lives more magical and exciting, but as a general rule, children are adequately equipped to create fantasies of their own without their parents' intervention. The two reasons I suspect rest at the bottom line are adherence to tradition, and finding it cute to see one's children believing ridiculous things.
Personally, I considered this to be a rather indecent way to treat one's own children, and have sometimes wondered whether a large proportion of conspiracy theorists owe their origins to the realization that practically all the adults in the country really are conspiring to deceive children for no tangible benefit. However, since I began frequenting this site, I've been exposed to the alternate viewpoint that this realization may be good for developing rationalists, because it provides children with the experience of discovering that they hold beliefs which are wrong and absurd, and that they must reject them.
So, how did the Santa deception affect you personally? How do you think your life might have been different without it? If your parents didn't do it to you, what are your impressions on the experience of not being lied to when most other children are?
Also, I promise to upvote anyone who links to an easy to register for community of conspiracy theorists where they would not be averse to being asked the same question.