Jesus probably roleplays. He told stories in parables. Unless you are worshipping your miniature of Cthulhu that you got from your Bones Kickstarter (Got another one btw? I LOVE that guy!) and you aren't planning on actually casting spells from your Player's Handbook (Does not work) and you aren't planning on actually going on an adventure (the workplace looks down on wearing chainmail and swords but is strangely OK with ducttape) then you are probably OK with being a Christian and a gamer.
I am paraphrasing "Let each use his gifts..." Well mine is storytelling, roleplaying, kicking monster butt, telling tales, participating in legends and righting the wrongs done. I roll dice, move toys around the table, laugh at bad jokes (and good jokes), poke fun at guys who poke fun at me (usually they watch sports and are so in their team where I am actually playing a hero), and generally enjoy the hobby.
Social skills, math, problem solving, tactics, roleplaying, etiquette, hygiene (some gamers haven't figured this out yet), storytelling, improv acting, writing, creative inspiration, history, reading, humor and good clean fun are all taught in the roleplaying (and in general gaming) hobby.
I roleplay because it's who God made me to be.
Where's the DM Advice? The DM advice is quite simply to enjoy being yourself. Have fun with your game. You are expected to know much but not all. If you let your players run all over you that's your fault. Try to work with them. Create a story together! Together you can create something legendary.
Edit.. much has changed in my life. I walk a different path now. Jesus probably has a Playstation 7.