I wasn't the one calling you a heathen but heathen is not a bad word. the German word for heathen is also translated as nations. It's just a word used to describe people of the world, which is basically everyone. People who consider themselves as part of God's kingdom don't consider themselves to be "of the world" anymore, so for that reason they don't consider themselves to be heathen anymore. But it doesn't mean sinful or wicked. The fact the world is full of sin and wickedness is sometimes referenced in a derogatory use of heathen, but that is only done by extension, and requires a derogatory context to convey that kind of affect. If it is an accurate description in either case, it isn't necessarily an insult.