Do you know ghouls from goblins and ghosts?
Old English hæðen "not Christian or Jewish," also as a noun, "heathen man" (especially of the Danes), merged with Old Norse heiðinn (adj.) "heathen, pagan."
Perhaps literally "pertaining to one inhabiting uncultivated land," from heath + -en (2). But historically assumed to be from Gothic haiþno "gentile, heathen woman," used by Ulfilas in the first translation of the Bible into a Germanic language (cf. Mark vii:26, for "Greek"); if so it could be a derivative of Gothic haiþi "dwelling on the heath," but this sense is not recorded. It may have been chosen on model of Latin paganus, with its root sense of "rural" (see pagan), or for resemblance to Greek ethne (see gentile), or it may be a literal borrowing of that Greek word, perhaps via Armenian hethanos [Sophus Bugge]. Like other basic words for exclusively Christian ideas (e.g. church) it likely would have come first into Gothic and then spread to other Germanic languages.
(Heb. plural goyum). At first the word _goyim_ denoted generally all the nations of the world (Gen. 18:18; comp. Gal. 3:8). The Jews afterwards became a people distinguished in a marked manner from the other _goyim_. They were a separate people (Lev. 20:23; 26:14-45; Deut. 28), and the other nations, the Amorites, Hittites, etc., were the _goyim_, the heathen, with whom the Jews were forbidden to be associated in any way (Josh. 23:7; 1 Kings 11:2). The practice of idolatry was the characteristic of these nations, and hence the word came to designate idolaters (Ps. 106:47; Jer. 46:28; Lam. 1:3; Isa. 36:18), the wicked (Ps. 9:5, 15, 17). The corresponding Greek word in the New Testament, _ethne_, has similar shades of meaning. In Acts 22:21, Gal. 3:14, it denotes the people of the earth generally; and in Matt. 6:7, an idolater. In modern usage the word denotes all nations that are strangers to revealed religion.