There is much documentation of the Greek gods and practices during the time of the early church. Church history, even Roman history explains much of it. The Bible clearly tells of many of the problems within the individual churches, and even Revelation talks of each of the 7 churches and what He had issue with in them separately.

Pagan beliefs following the gods ...remember Paul even talked about the monument they constructed "To the Unknown God" just in case they had left one out: and he told them of The Almighty then.

The early Christians were mostly Jewish. But even that was not a pure belief at that time, they had already mixed many of the practices of idolatry and beliefs of the "gods" into their Jewish rituals. Paul set about educating them what was and was not appropriate Christian beliefs.