Depends on whose definitions you are using. Like M-W's for instance...
Main Entry: 2heathen
Function: noun
Inflected Form(s): plural heathens or heathen
Date: before 12th century
1 : an unconverted member of a people or nation that does not acknowledge the God of the Bible
2 : an uncivilized or irreligious person
- hea·then·dom
Another anachronistic meaning was simply "people of the heath". Either way, you are talking about that REALLY Old Time Religion.
Some say Zeus, I say Odin. They say JHVH, someone else may say Ahura Mazdha.
Who can say any of us are wrong, and prove it?