“But in the ancient world of the first Christians (and in large parts of the current world as well), the words for god (e.g., the Greek word theos) designated one of many kinds of divine beings. There was neither one deity nor even one genus or definition of deity. Instead, there was a veritable cafeteria of divine beings of various orders, attributes, and functions. Not only the Roman Empire as a whole but also individual nations and peoples were rather richly supplied with deities. So, in that setting, when one spoke of a “god” it was not automatically clear who or what the referent was. It could be one of the numerous traditional deities of the many cities or various peoples, or it could be new or imported ones. Indeed, in a number of settings one could even refer to the ruler as a 'god'.
“Moreover, the common view was that all deities were entitled to receive appropriate worship. A city or a people might well have their particular patron-deity—and might well have thought of one deity as holding pre-eminence among the gods—to whom a city or people might give special reverence. But it was understood that other cities and peoples had their deities too and that they were just as worthy of worship. Indeed, when people traveled to another city or country, ordinarily they would freely participate in the worship of the local deities, if invited, with no sense of unfaithfulness to their own deities. To be sure, philosophers of the day sometimes urged the idea that there was really one deity behind or above all the particular traditional deities, the latter sometimes thought of as manifestations of the one deity. But even those proposing such a view (sometimes referred to by scholars today as a 'pagan monotheism') did not really question giving worship to all the many deities of the religious environment. That is, their philosophical musings in general had little impact on popular religious behavior, not even their own.”—God in New Testament Theology, pages 27-28
I can't emphasize too much the importance of this for understanding the ancient world and the persecution of Christians. If you don't get this, it makes no sense. I guess the closest to it today is when some people (such as myself) believe that saying the pledge of allegiance to the U.S. flag is compromising their commitment to God. Heresy! I can hear you crying; but it is true, if you but stop and think about it. No? Then I have a question for you: does a fish know it is wet?