'Heathen' means 'country-dweller' ('lives on the heath'). It's the English equivalent of the Latin-based word 'pagan', and refers to anyone who practices the original tribal religions of Europe, which were prevalent before middle-eastern faiths like Christianity and Islam made their way out of the desert. NOT to be confused with a 'Wiccan'.
Example? Yours truly (an Asatruarman), among thousands of others.