FL, I've been studying this subject as of late, and have some opinions and answers to your questions.
How in the World did racism abide in our wonderful country?
There's considerable evidence that racism was around since near the beginning of our country. Our founding fathers were famous for talking about "freedom for all men" being an important part of the core beliefs of why our country was founded. The problem with that is, the black man wasn't actually considered a "man", so he had no right to freedom.
Most importantly, how could a group such as the KKK consider themselves good Christians.
The same way any sinful man would consider himself "good".
If i am right, one of the founders of the KKK was of the name Nathan??
Yes, you're correct. Nathan Bedford Forrest was a civil war hero to the Confederates, and a vicious racist to most anyone else. If you want to see what kind of "hero" General Forrest was during the civil war, do a little search on: "Fort Pillow Massacre". It's a little ironic and quite troubling to me that a high school in Jacksonville Florida, which has a large amount of black students, is named after Nathan Bedford Forrest. Many of the students don't seem to realize who the man really was.
One other bit of info about Nathan Bedford Forrest: The fictional character "Forrest Gump" was named after his ancestor Nathan Bedford Forrest.