Christian Teaching Ideas
 
Our Geneva Convention, the idea of a Just War, and the Rules of War are all based on the teachings of St. Augustine.  The rules about not harming noncombatants, only fighting a defensive war, etc. all have their origins in Christianity.  In a D&D campaign, you can roleplay these ethical questions and teach Christian values.
 
 
Why is there Evil in the World.
This question has plagued Christians for Millennia.  It is not logically possible to prove the existence of evil.  However, there are things which hurt us in the world, and people do bad things to other people.
Why would a merciful God allow this?
Christians believe that the world is only a temporary episode in their existence.  They leave it to return to God.  A D&D adventure is only a temporary episode in life, they leave it to return to reality.  This is a close paralel.  If there were no evil in the D&D campaign it would be boring and not worth doing.  Likewise, without the challenges that 'evil' present in
our world, life would be boring and meaningless.
Some challenges, the possibility of bad things happening is necessary to life.  Is this why 'evil' exists?  Probably not, but it explains it on an emotional level.
Just as you leave D&D to return to real life.  You leave this life to return to a higher reality, one where the 'evil' that happened to you is only a part of the rich tapestry of memories that you return to heaven with.
 
 
Teaching Forgiveness with Dungeons and Dragons.  Just as you have to forgive other players when they do something 'bad' to you in the D&D campaign, so you have to forgive other people when they do something bad to you in this life.  God knows that his reality is higher than this one, and He expects you to forgive and forget when you return to Him.  Just as you know that the D&D world is not real, and you know that it would be silly to hold grudges because of what happened in the game.