Would they still fear the old gods for instance, if they were peasants? Dante often mentions characters from Classical mythology in his works, as does Chaucer. Where would these Classical characters fit into the grand scheme of the world in the religious worldview of a Christian of this era? Would the old gods be seen as malicious and opposed to the worship of the new god?
This was originally a response to a top-level comment that is now deleted. It doesn't cover the period the OP is interested in, but I feel that it's still relevant to the question.
I don't think there was such a strong conflict between pagan and Christian ideas in art, at least amongst the elite. For the period I'm interested in, roughly between 300-700, it was perfectly acceptable for educated Christians to reference pagan mythologies to make rhetorical points. They still learnt pagan classics in their education and wouldn't have seen anything wrong with using what they learnt in their lives. The same continued into the Middle Ages, otherwise we wouldn't have known about so many pagan myths.
Even for the common people, I'm inclined to think that they were generally okay with it. There are for instance some very interesting sixth-century mosaics from modern-day Jordan depicting pagan gods in a very classicising style, but they were not found in pagan temples, but in Christian churches. In the Church of the Virgin in Madaba for instance we have this mosaic, which depicted Aphrodite and Eros in its interpretation of the story of Hippolytus, the son of Thesus. Just above this mosaic, we also have these figures, which are personifications of three different cities, each shown as a Tyche (a deity governing the fortune of a city). As these churches would be frequented by both the elite and the less well-off, it does suggest that many Christians were okay with pagan imageries being used in their daily lives.
The same I would say was present in the west too, most clearly seen in the Franks Casket, which featured both pagan mythology (including the Germanic story of Weyland the Smith, and also the more famous story of Romulus and Remus), and the Nativity scene. Evidently, Christian Anglo-Saxons in the eighth century thought that there was no contradiction between their pagan past and their Christian present. The same can be seen in the famous poem Beowulf, which was also written down in a Christian milieu.
Of course, there was a huge gap between the eighth and the eleventh century, but I think these examples show quite clearly that pagan symbols continued to be used even after Christianity had become the dominant religion of most of Europe. As the OP pointed out, Dante and Chaucer did the same too, so I think it is entirely justifiable to say that for some people pagan myths were just that, another set of myths to be used in literature or art, in the same way Biblical stories were used throughout the Middle Ages.
Well if one was a Christian in 14th century Lithuania; they would be all to aware that they were a religious minority among a peasantry that was still Pagan. Many of the Gediminids rulers were Christians of convenience at best even after the northern Crusade, and used conversion as diplomatic bartering tokens. The common populace took far longer to convert and for many centuries after that, many still respected the the old beliefs.
In Lithuania like many places, old paganism evolved into folk beliefs and traditions and it was not associated with witchcraft or persecution. The local Church in many parts of post paganism regions were very aware of the old traditions and tried to up sell or integrate a little here or there, rather than suppress it openly. Conversion by the sword while common throughout history, is the exception rather than the norm.
As a result past beliefs were not seen as malicious, at worst perhaps ignorant and at best nostalgic as we have with modern neopaganism, but mostly just as being old beliefs.
In the second season of Vikings, there is an aristocratic character in the show who has a secret obsession with pagan mythology/culture. Do we know of anyone this could be inspired by?
