Paul reminds the Ephesians that before their encounter with Christ they were “without hope and without God in the world” (Eph 2:12). Of course he knew they had had gods, he knew they had had a religion, but their gods had proved questionable, and no hope emerged from their contradictory myths. Notwithstanding their gods, they were “without God” and consequently found themselves in a dark world, facing a dark future. In nihil ab nihilo quam cito recidimus (How quickly we fall back from nothing to nothing): 1 so says an epitaph of that period. (Spe salvi, para 2)The gentiles to whom Paul brought the Christian message were not irreligious. However, they were used to a dichotomy between religion and philosophical moral systems (such as Stoicism, neo-Platonism and Epicurianism). The gods of the ancients were not holy (though piety towards them was often seen as a virtue) and many of their actions could be seen as violating what was generally considered to be moral law. The gods could be powerful friends or very, very dangerous enemies. They embodied natural qualities and forces which dwarfed human concerns, and seemed to be permanent parts of the world's landscape. But they were generally not the most admirable creatures, and you were almost certainly better off if the gods never noticed you. (How many mythic heroes ended up by "living happily ever after"?) One of Plato's earliest and most accessible dialogues in Euthyphro, in which Socrates argues with a pius young man that The Good must be something higher than the gods.
In this sense, Christianity represented a rather radical departure from the other religious traditions of the time. When Paul told the Greeks that the had worshipped God all the time at the altar of the unknown god, one might play upon his words and point out that the kind of God he told them of had been unknown up until that time.
We've very much lost the sense of the enormity of this in our day and age. People are so certain that they know what The Good is these days that athiests criticize God for not being good enough. Most neo-pagans seem not to realize that the old gods were more often feared than loved. The Christian message, even when rejected, is implicitly used as the backdrop for its rejection and for alternatives to it in this day and age.