Why did Jesus preach only to the Jews? Was he a failure because they rejected Him?
Jesus came to preach the gospel. The Jews were given privilege to receive it first and this was Jesus’ initial mission (cf. e.g., Rom 1:16). But the mission did not end there since Jesus continued his mission to the Gentiles as the risen Lord through his Church. This is the point. So the answer to your question turns on recognizing the place of the ministry of the historical Jesus in salvation-history. Too narrow a view and much is missed! Note: It is true that many Jews rejected Jesus, but many also accepted him as well (see first six chapters of Acts). Also, his mission to sinners was a success since he died and rose again.
To ask what the religion of the Gentiles was pre-Christian is better stated as what religions did various pagan groups, peoples, nations practice before Christ. This could go back thousands of years. An excellent introduction to this topic, one that is easily read by the non expert, is Everett Ferguson, “Backgrounds of Early Christianity,” 2d ed. (Grand Rapids: Eerdmans, 1993).