What did the Gentiles do for thousands of years regarding belief in God?

For thousands of years, the Gentiles did not believe God. They may have believed in some god, but they did not believe God. This distinction separates believing in God from believing God, which is faith—accepting what He says as true.

Les explains a key distinction: we can believe in God, which almost everybody does, or we can believe God. Believing in God does not take faith into consideration, but believing God means taking Him at His Word, and that 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. The verse being discussed says, “even though you in times past have not believed God.” Les notes this distinction opens eyes and makes a difference, because when we believe God, we take what He says and believe it.

Romans 11:30

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

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.