A heathen originally just meant pagan however sometimes in the modern day it refers to an adherent of heathenry, which is the reconstruction of Norse and pre-historic German paganism. It is often based on pagan prose and poetry, particularly from the Norse tradition. Some people would say they follow Asatru which translates to the faith of the Æsir.
Adherents usually picture the 9 worlds as they appear on the Norse World tree, Yggdrasil, and this provides some belief in an afterlife. There are also reconstructions of Norse sorceries called Seidr and Galdr.
This faith often draws in Nazis are racists because the faith celebrates a history of white culture however the faith itself is not racist.
See also other types of Magical Practitioner.