Different anon but lived in a very extremely religious Abilene Tx growing up. A friend of mine was literally sent to "Fag Camp" for being gay. Yes, it was as bad as everything you've heard.
It's true that no one thinks "having fun" is a sin, but lots of Christians believe doing stuff "of the world" is a sin. Playing video games is a sin. Watching non-christian movies or tv shows is a sin. Reading non-christian books is a sin. Basically the only thing you're allowed to do is watch Veggie-tales and read the bible. Oh, and sing hymns, but no dancing!
Seriously, in 4th grade I used to smuggle books to a girl in my church that she wasn't allowed to read. Do you know which books they were? Boxcar Children, that's one of the least offensive book that I can think of, and she wasn't allowed to read them!
And I knew a bunch of kids who weren't allowed to read harry Potter, or watch Pokemon, or basically experience anything fun, popular and topical because it was "of the devil".