Playing RPGs that contain demonic characters is not something a Christian should be doing. For example, take the Final Fantasy series ... you are playing a game where you are casting spells on the other characters using ACTUAL occultic figures that are still being worshipped today. (Including characters such as Baphomet, Shiva, Ifrit, etc)
Trust me people, the Bible tells us not to be involved with those who practise the black arts, and this is no acception. Believing it isn't a bad thing to YOU doesn't make it right ... the important thing is to read the instructions God gave us through the Bible, and obey what we have read.
This is coming from a guy who was once completely obsessed with RPGs throughout his life ... I even have a Final Fantasy Tattoo on my ankle, that [I might ad] would love to have removed ...
Please don't get into these kinds of things guys and galls.