I would tend to agree with [@Shoryu Magami] up there, with the exception of only playing 'true follower' characters. The subject of Christianity is a tricky one as well because there are [i]so[/i] many different types/denominations, all with somewhat differing beliefs (for example, the difference between Catholics and Calvinists is quite a bit, not to mention lots of other denominations in between). So, even if you're a practicing Christian, if you're playing a character outside your denomination, I recommend research. A mistake I see with a lot of RPs with Christian themes is that they default to the mainly Catholic way of things as if that's the only type of Christianity out there.

[hider=accidental book about characters because I got off-track]
As for 'true followers', I'd have to say it's pretty hard to define a true follower. Splitting the issue up by denomination would help, and you [i]could[/i] make a character who follows all of that denomination's doctrines, but it's important to remember that everyone practices faith differently, and many teachings differ even from church to church or pastor to pastor within a denomination. So it's pretty hard to make a 'true Christian' since often, everyone is taught a little differently. (There's a whole debate on that topic, but I have no interest in getting into it).

On the subject of characters, I also have great interest in imperfect followers: maybe they're simply interpreting their faith in a unique, personal way; maybe they disagree with some teachings, but still consider themselves Christian; maybe they're a die-hard believer who's recently started to lose faith in God; or maybe they say their prayers and go to church every sunday, but abandon those ideals every other day of the week; there are a million and one ways to go, and they all tend to be a bit more intriguing than your regular, good-hearted Christians.[/hider]

As for execution as a setting/theme, which is more to what you're actually looking for, I'd say to read up on Christian mythology. There are a lot of interesting stories in the bible - even for the non-religious, if you consider them to simply be stories, they're pretty good - and they're great to incorporate into the lore of an RP.

As for do's and don't's, I'll again recommend to do your research on whatever denomination you're going with (it helps to actually talk to people about it, I'm sure they'd be happy to explain their faith to you if you asked them). If you're going to, say, mix various denominational beliefs together or change something, just mention that you did, so nobody gets confused or offended. (You'll notice it's very hard to please everyone - just do the best you can). It's a good idea not to make an attitude like "God is evil" or "Christianity is bad" or anything like that, because people will get offended and on the internet it's best to avoid drama. If you want to spin it that way, I recommend creating a fictional religion from scratch.