I cannot write an essay for you, but I can point out aspects of the play that indicate that Marlowe's The Tragical History of Doctor Faustus is a Christian tragedy.
Faustus is an accomplished scholar. He understands theology, but...
Significantly, Faustus rejects theology because of a misunderstanding of the relationship between divine justice and Christian mercy.
While considering other avenues of study to pursue, such as philosophy, medicine and law, Faustus decides to follow the study of black magic. Faustus makes a pact with the Devil, trading his soul for twenty-four years of service from Mephistophilis. From the standpoint of Christianity, this story is a tragedy first because Faustus refuses to be reasoned with: his knowledge and egotism convince him of his own infallibility. While he believes in the power of the Devil, he does not fully consider the power of God. He is compared to Icarus to tries to fly too close to heaven with "his waxen wings."
Again in terms of the play being a Christian tragedy, a desire for knowledge—much like that which motivated Eve in the story of Adam and Eve from the Bible's book of Genesis—makes Faustus a tragic figure. He is lured into a "false sense of security" (as is Shakespeare's Macbeth), believing that he is fully capable of controlling Mephistophilis, a minion of the Devil.
Faustus' refusal to believe in hell is a misconception that would be tragic from a Christian standpoint. If one has no concern for reprecussions in terms of one's behavior, what then serves as a deterent in avoiding certain actions—especially if a person's integrity has been compromised?
Finally, Faustus' lack of moral fortitude makes this play a Christian tragedy. While his heart is aware of what he should do (and he is tempted and almost swayed several times to repent), he allows Lucifer and his servants to distract him from God's will in his life. Eventually, even his loss of hope of redemption and fear of physical suffering at Lucifer's hands (without fear for his immortal soul), paint Faustus' story as a tragedy of monumental proportions.