What was the Gentiles' condition before God showed mercy?

Before God showed mercy, the Gentiles did not believe God. For thousands of years they failed to take God at His Word, though they may have believed in some god. Their condition was unbelief, not faith, because believing God means trusting what He says.

Les explains there are two facets: believing in God and believing God. Most people, especially in America, will admit they believe in God, but that does not take faith. Believing God means taking Him at His Word, which is faith. The Gentiles for thousands of years did not believe God; they may have believed in some god, but they did not believe God. That was their condition before God showed mercy: they were in unbelief, not trusting what God said. When a person believes God, they take what He says and believe it, and that is faith.

Romans 11:30

For as ye in times past have not believed God, yet have now obtained mercy through their unbelief:

Did the Gentiles believe God before the gospel came to them?

No, the Gentiles for thousands of years did not believe God. They may have believed in some God, but they did not believe God, meaning they did not take Him at His Word. Believing God is faith; believing in God does not necessarily involve faith.