Heaven and Hell are concepts of Christian, Judaism, and Islamic religions. All see them of a place of punishment (Hell), and a place of reward (Heaven). The biggest difference is that Christians and Judaism see heaven as a place where God resides, a place where you do not need subsidence such as food or sleep, and Islamic view it as a place of gardens, food, where they find unimaginable bliss and all desires are met. Depending on the religion there can be one or many different levels of each. Hell can also be temporary for those of the Islamic belief and is permanent for those of the Christian belief.
Of course the Nativity and the Passion of Christ seemed familiar to the pagan audience. There are countless tales of demi-gods or offspring of the gods and human. Achilles was said to be such a man. Many times a story started with a god coming in the form of their choosing and laying with a woman, producing a child of great power. Then a sign was shown to bless this child. There were also many stories of martyrdom of these children of gods with the sacrifice being welcomed into the arms of the gods. Tales of being born again through trials to claim their namesake. Neither of these happenings seemed farfetched. Both the birth and the rise of Christ fit the mythology and folklore of pagan societies.
The Gods of Gilgamesh and in the Iliad were vengeful, petty, jealous, and self serving. They had human qualities, faults, and egos. You would pray to the Gods, give tribute, and more often than not the Gods would answer. Mercy was not a quality associated with the gods and repentance a foreign idea. Gods were to be feared, unforgiving in nature, and vengeful. In Gilgamesh and the Iliad it was ok to laugh at the gods, cry with them, yell at them in anger, and worship at their alters. The New Testament shows a different type of God. One who is loving and kind. In Luke 15 it tells of a shepherd who lost a lamb and how he rejoices when that one lamb is found and saved. This is how Jesus said God rejoices over the repentance of a sinner, no matter if there are 99 righteous who need not repent. The return of one to the flock should be celebrated; in the Iliad I can see the one we just found becoming a burnt sacrifice to thank the gods we found our lost lamb. Irony at its best. The New Testament put God apart from humans. We can now sin and then ask forgiveness and still get into heaven. Instead of vengeful gods we have one of love and mercy, but only one. The Gods of Gilgamesh and the Iliad where like friends you shared a drink with, got into fights with only to embrace again later, this new God was more like a father figure with humans the errant children. The bond changed from being rowdy friends to honoring thy father, and with it the divine/human relationship.