First of all, we need to define the word "heathen." Webster's 1828 Dictionary of the English Language, which was compiled during a time of Judeo-Christian consensus, defined the term this way:
1. A pagan; a Gentile; one who worships idols, or is unacquainted with the true God. In the Scriptures, the word seems to comprehend all nations except the Jews or Israelites, as they were all strangers to the true religion, and all addicted to idolatry. The word may now be applied perhaps to all nations, except to Christians and Mohammedans.
Heathen, without the plural termination, is used plurally or collectively, for Gentiles or heathen nations.
2. A rude, illiterate, barbarous person.
Although relatively few people today share Noah Webster's Christian orientation, they would recognize the first definition as the one they meant when asking "What about the heathen?" The definition conjures up images of impoverished Indians or starving Africans or various aboriginal peoples: what Rudyard Kipling, in his great "Recessional," called "lesser breeds, without the law." And there are still hordes of them, even in the 21st century: it would be naive and presumptuous to assume that, simply because of the Internet and the proliferation of cable television, the entire world is "connected" and informed. There are billions of people on earth who wouldn't know a computer from a box of corn flakes (although the latter would be of more use to most of them). According to the United Nations, there are still thousands of languages which have not yet been reduced to writing.
It is no such thing, of course, resting (as do so many objections to Christianity) upon specious and mendacious presuppositions. For those people who are sincerely troubled by this question, the answer isn't hard to find in God's word.
Because the fact is that no human being who has ever walked through this world has been in complete and utter darkness, cut off from the revelation of their Creator. God isn't that callous, or that uncaring; He did not create the human race to be fodder for Hell. He has provided, and continues to provide, light and illumination for anyone, in any place, who seeks to know Him.
God has revealed Himself in a number of ways: within the sphere of human history, He did it by giving the Law to Moses, and by becoming incarnate at Bethlehem. Every Jew looks to Abraham and Moses as the human fathers of their faith, and the bearers of God's revelation; Christians, of course, recognize Jesus Christ as God, the Creator, in the flesh. And both regard the Old and/or New Testaments as God's propositional revelation: the one in which He expressed Himself in words. But, leaving aside the claims of false faiths and cults like Islam and Mormonism, which also claim "holy writings," God has revealed Himself in several other ways - - - ways that can be perceived and understood by every human being who ever lived, if they are truly seeking. When God chose to reveal Himself to His human creation, He didn't leave anyone out.
The heavens declare the glory of God, says David in Psalm 91:1-3, and the firmament sheweth his handywork. Day unto day uttereth speech, and night unto night sheweth knowledge. There is no speech nor language, where their voice is not heard. The people pictured above may never hear the Name of Jesus Christ, or see a page of scripture, but they behold God's handiwork every day of their lives - - -and every night of their lives, from the youngest to the oldest. But they're not just observing pretty butterflies, or witnessing the glories of a starry night; they're actually receiving knowledge about God. They see the creation, and, unless they've been educated out of their intelligence by "teachers," they sense the Presence of a Creator. But look very carefully at what David said, under the inspiration of God: Day unto day uttereth speech. Although they're not listening to a missionary or reading a Bible, these people are being spoken to, on an intellectual level that bypasses the merely verbal. And, according to the same sentence, they're hearing that speech. Not just one South American tribe, or one Pacific Island native group, or the people of the African veldt: everyone. There is no speech nor language, where their voice is not heard - - - the voice of God's creation. Their line is gone out through all the earth, David continues, and their words to the end of the world. "Their line" simply means "their message," and it's a very contemporary term: as in, "Oh, man, don't give me that line! I've heard it before!"
Not only do "the heathen" learn of God's existence through His creation, they can learn very specific things about God. (How much they learn depends on how much they want to learn, just like any university student in the "civilized" world.) In Psalm 19:4,5, David continues, In them hath he set a tabernacle for the sun, Which is as a bridegroom coming out of his chamber, and rejoiceth as a strong man to run a race. People see the sun, and, if they're seeking God, they are reminded of a Bridegroom, of all things: in fact, the Bridegroom, Jesus Christ (Mark 2:19, 20, Luke 5:34, 35, Revelation 19:9, etc.). And when the sun goes down, and rises again in the morning, they may perceive that the Bridegroom dies and is resurrected, and that He's coming back. These are but a few of the truths that can be preceived from God's natural revelation. "What about the heathen who haven't heard?" The question is meaningless. They've heard: There is no speech nor language, where their voice is not heard. If this sounds fanciful to you, then you're not looking for an answer to the question; you're looking for an excuse to reject Jesus Christ. Happily, many of "the heathen" are more open-minded than you are.
In addition to this revelation of nature, however, every human being, in whatever circumstances, has been given the revelation of God in his or her conscience. (These things are referred to by theologians as "general revelation," but we needn't be so supercilious as to reduce such great truths to mere labels.) If the revelation of nature settles the question of "God/no God," then the revelation of conscience solves the matter of the existence of right and wrong, good and evil. Every child has a conscience about certain things, until he or she is "educated" out of it by antinomian teachers, or wheedled out of it by peers, or simply stifles it deliberately in order to pursue his or her selfish desires. But it's there at birth. Paul, writing of the Gentiles (Kipling's "lesser breeds, without the law"), said, For when the Gentiles, which have not the law, do by nature the things contained in the law, these, having not the law, are a law unto themselves: Which shew the work of the law written in their hearts, their conscience also bearing witness, and their thoughts the mean while accusing or else excusing one another (Romans 2:14, 15). God has written His moral law upon our hearts, just as surely as He has written the color of our eyes into our DNA. That's why the Pharaoh was horrified by Abram's apparent willingness to countenance adultery, in Genesis 12:11-19 - - - before the Ten Commandments were ever given. God's law was written upon the human heart long before it was graven on stone tablets. Once again, we needn't ask about "the heathen who haven't heard:" they've heard. They certainly need missionaries and teachers to instruct them in the specifics of God's word, but they are not, and never have been, totally ignorant.
But, despite Webster's definition, this entire discussion begs the question: "Who are the heathen?" Are they African bushmen or Australian aborigines who have never heard the Name of Jesus Christ .... or might they also be the "educated" Westerners who have heard that Name, been instructed in the Bible, and totally rejected them, with self-righteous contempt, or tried to remake them to suit their own fancies?
It would appear that there are "heathen" .... and then there are heathen. May God forbid that you not be among them, but that you might find life and light and joy through receiving Jesus Christ as your Saviour, according to John 1:12 - - - without making excuses. Let God worry about the islanders and the jungle dwellers, and look to yourself!