But it's a good idea to think about what messages we convey with the imagery so we don't confuse our children, something I have to do very often!
What exactly are you referring to here? For me, I learnt the nativity story and the stories of Santa/reindeer etc. We had Christmas cards with snowy images even though we celebrated in summer time. I sang carols about being faithful, or dreaming of a white Christmas and none of it was relevent...but I remember loving every second and never being confused.

I have seen studies that indicate that learning about something magical, such as Santa, the Easter bunny, the tooth fairy etc in your childhood can really help with mental health as you are older. You've learnt about the possibility of magic and wonder and you've also learnt how to let go of something that you once thought was real, but it's okay to learn that it's not.