It seems like Christians (not sure about other major religions, but I assume it's not much different) have had a relatively easy time converting those of indigenous religions. but I've never heard of a missionary who was converted to paganism (for lack of a better term).
Pagans, generally speaking, haven't been a group that proselytizes.
As for the Christians, it has generally (at least in the past) been very good at adapting to fit its culture. It started as a heretical sect within Judaism, and morphed itself to fit with the largely pagan and Roman world. Most Christian holidays are adaptions from old pagan holidays. There are actually many aspects within Christianity that have pagan origins and would seem foreign to the first Christians.
Another, more important, factor is that many European leaders converted to Christianity for political gain.
I also don't think I agree that Christians "had an easy time converting." Many tribes held out for generations.
Sources:
"Pagan Christianity" by Frank Viola and George Barna
"Turning Points: Decisive moments in the history of Christianity" by Mark A. Noll