If you don't believe in God — or if you contradict other beliefs of a religion — you are a heathen.
There are plenty of nonbelievers, but a heathen is something more — someone who is actively offensive to a religion. The term is tied to the Gods of Judaism, Christianity and Islam; someone who rejects the various gods of Hinduism, for example, is not likely to be called a heathen. Heathens are sometimes called infidels and pagans. These days, the term is often used humorously. An atheist might jokingly refer to herself as a heathen.