I know Roman's had the Elysium fields but you had to be a EPIC caliber Hero to get into those. It was dull old hades for most ordinary mortals. Judaism used to mock the fledgling Christian cults for their belief in an After Life as well.
Forgive my cynicism but the thing is, it seems like a natural graft if I was planning on building a following base: "No no no, pleasure everlasting AFTER you die. You just have to do what I say in this life. ...Now blow me and give me 10%"
Did most people just not think about it or was this a mind blowing concept at the time and it only now seems obvious because I grew up with Heaven being shoved in my face since I was a babe?
In short: no, Christians weren't the only ones doing it. The concept of "after you die, your sins are weighed against your good deeds and you either go to a fun place or a terrible place" is pretty well spread across cultures. Zoroastrianism and the Egyptian religion are two I can think of off the top of my head. And early Christianity did not spring fully formed from the ground; the earliest writings don't really talk about where the souls of the dead go before the Second Coming. Christian heaven as we know it today took quite some time to come into the standard theology.
Also the mind blowing thing was not the Heaven concept but the conversion concept. Before that religions were tied to ethinicity or nationality (in college I learned this thing about Roman Citizenship "you're a roman citizen because you practice the roman religion, you practice the roman religion because you're a roman citizen"