What did countries such as Spain speak or what alphabet did they use before the expansion of the Roman Empire? I know that Gaelic was quite different than it's modern counterpart, was it the same for other languages?
For the most part, they didn't. There are a few exceptional cases, such as some Germanics using Runic scripts that derived from Etruscan, Georgian and Armenian which were both created by Mesrop Mashtots independently of any particular script (but almost-certainly having knowledge of and probably knowing how to use the Greek and or Latin Scripts), and Cyrillic which was based off Greek.
For most of Europe, and basically all of Western Europe, the introduction of the Latin script was also the introduction of writing.