Accelerated by endorsement from the very emperor himself Romans were worshipping a pretty generic pagan god -- the sun god, who was in no way could compete with this new and very sophisticated religion in the long run anyway.
It must also be said that the one most responsible for speading early Christianity, one of Christ's most senior and important disciples wasn't a Jew, but a Roman. After Christ was killed, he and his followers hung around Israel and Syria for a while, and finally settled in Rome.
Scholars in the ancient Greco-Roman world did not take the pagan idol-worshipping religion seriously. But the philosophers knew of Logos, the Word, which as the New Testament of the Bible says is Jesus Christ.
Apart from the pagan idols, some of the ancient Greek and Roman philosophers knew of God. Plato believes God dwells in the absolute and eternal realm of forms and created the material world by projecting "shadows" of the absolute forms into the physical world. Aristotle sees God as the Prime Mover or First Cause of the universe. Their ideas would have influences on later Christian thinkers, such as St. Augustine and St. Thomas Aquinas.
Some philosophers in ancient China also knew of God. Confucius and Mozi see God as the Source of moral law and political authority. Mohist ethics is fundamentally based on Mozi's belief in a just God who rewards goodness and punishes evil. Laozi sees God as the Mother of the universe, the Great Dao which brought heaven and earth into being. And in the Chinese Bible, Logos or Word is translated as Dao, and Jesus Christ is the Dao in human flesh.