For some reason, a small group of confused, over-cautious, or just plain stupid people have somehow decided that RPGs are "dangerous". Unfortunately, this opposition has more to do with warped religion and paranoia than any sort of logic. Nonetheless, some people with more patience than me have gone to the trouble of putting together counter-arguments.
1. For one cool, rational response, take a look at GAMA's home page, which (among other things) has leaflets for parents and shopkeepers who have to talk to them.
2. Similarly, the CAR-PGa offer both sensible responses to frequently asked questions, and a handy guide for people needing to defend RPGs
3. Alternatively, the Ontario Consultants on Religious Tolerance have one of the most impressively extensive, well documented, thoughtful collections of material on religion and its sticky relationship with reality and modern society that I've yet encountered. This includes a section on Dungeons and Dragons and other Fantasy Role-Playing Games, which marshalls the arguments to excellent effect. It may be of particular value to some because it appears to be written from a (clear-headed) religious believer's viewpoint.
4. There's also a less organized but potentially richer German Site, mostly in English, with links to a lot of essays and articles, which might guide anyone interested towards further information.
For myself, for now, I will merely say that there is no evidence of "danger" in role-playing. (The infamous list of "D&D suicides" is spurious.) In fact, if the opposition can only find a hundred RPG players who've committed suicide (and I don't think that they've found even that many), it would seem that such games are good for adolescents; with a couple of million kids involved in the hobby over the years, and adolescent suicide rates of a dozen or so per 100,000, the law of averages suggests that several hundred such players might have been expected to have killed themselves in the same period. It logically appears that role-playing must help emotional and social stability, and should be promoted as a protection against suicide. In fact, the idea of "D&D suicides" has been quoted by scientist and writer Lewis Wolpert as an example of bad statistics.
As for those Christian fundamentalists who believe that anything that mentions "demons" or "devils" must be evil; if I had any patience for such literalist, Manichaean buffoons, I'd offer to introduce them to a number of RPG-playing Christians of my acquaintance, who are more interested in arguing theology than me.
