Heathen and pagan are primarily historical terms that were applied pejoratively, especially by people who were Christian, Jewish, or Muslim, to peoples who were not members of one of those three monotheistic religious groups. Heathen referred especially to the peoples and cultures of primitive or ancient tribes thought to harbor unenlightened, barbaric idol worshipers: heathen rites; heathen idols.
Pagan, although sometimes applied similarly to those tribes, was more often used to refer specifically to the ancient Greeks and Romans, who worshiped the multiple gods and goddesses said to dwell on Mount Olympus, such as Zeus and Athena (called Jupiter and Minerva by the Romans). The term was applied to their beliefs and culture as well: a pagan ritual; a pagan civilization.
Contemporary paganism, having evolved and expanded in Europe and North America since the 20th century, includes adherents of diverse groups that hold various beliefs, which may focus, for example, on the divinity of nature or of the planet Earth or which may be pantheistic or polytheistic. In modern English, heathen remains a term that can be offensive, used to accuse someone of being unenlightened or irreligious; pagan, however, is increasingly a neutral description of certain existing and emerging religious movements.

Did you mean neopagan?