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We're all free to believe what we want about myths, legends, and lore. I haven't looked into the life of St Agnes; I only know devout Catholics have named countless babies after her.
St Nicholas, Santa Claus, a kindly Turkish Bishop, used to give gifts to children; so it's easy to see how his legend got started, augmented in the US by Clement Clarke Moore's 19th Century poem many of us were raised on. T'was the Night Before Christmas.
Apparently, St Christopher never existed at all. St Sebastian's bound and arrow-pierced nude or semi-nude image, a favorite of gay and/or sadistic and/or devout painters, is probably second only to the Crucifixion of Jesus in terms of its popularity. Both these stories have credible evidence for their veracity; but many people don't realize Sebastian survived his ordeal.
The Roman Catholic Church's recently exposed aptitude and proficiency at lying has raised issues in recent years. Catholics are shocked to learn that mention of Peter the Apostle's presence in Rome is centuries late: "Peter visited Rome and, tarrying there, was crucified." Ancient lists always show Linus as the first Bishop of Rome. Even reviewing the first dozen or so of the earliest bishops of Rome, well past Peter's believable lifespan, there is no mention of Peter. The Pope, as Bishop of Rome, claims his papal title as successor of the Apostle Peter as Bishop of Rome; but it is apparent Peter was never the Bishop of Rome. It's likely he was never there.
No pope attended the Council of Nicea, called and presided-over by the Emperor Constantine, where such basic articles of Christian faith as the Virgin birth, the divinity and humanity of Christ, the Holy Trinity, and Mary, as Mother of God (the source of Jesus' humanity, not his divinity). The pope did send a representative, who was accorded no special deference. Bishops from Britain and France attended, but not the Bishop of Rome. Well-educated Catholics will argue you into the ground on these two points in particular; I've found that even being shown historical Catholic records often does no good; but I remember defending the existence of Santa Claus to a big fourth grader, until Mama finally admitted it was a fairy tale.
I'd like to see a Santa Claus, naked, dripping pre-cum, and crucified and/or impaled, all bloodied and abused. Wouldn't someone like to start a myth, "The Truth About Santa Claus."
--Reb