"Pagan is derived from the Late Latin paganus, which was used at the end of the Roman Empire to name those who practiced a religion other than Christianity, Judaism, or Islam. Early Christians often used the term to refer to non-Christians who worshiped multiple deities. In Latin, paganus originally meant “country dweller” or “civilian;” it is believed that the word’s religious meanings developed either from the enduring non-Christian religious practices of those who lived far from the Roman cities where Christianity was more quickly adopted, or from the fact that early Christians referred to themselves as “soldiers of Christ,” making nonbelievers “civilians.”
The definition and etymology of heathen overlap with those of pagan: both words denote “an unconverted member of a people or nation that does not acknowledge the God of the Bible,” and heathen, like pagan, is believed to have come from the term for a country inhabitant, or in this case, a "heath dweller."
Both words have developed broader and pejorative meanings over time, with pagan being used to mean “an irreligious or hedonistic person” and heathen “uncivilized” or “strange,” but their original meanings are still in use."
-Excerpt from the Merriam-Webster Dictionary
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