1) The winter holiday of Yuletide would be quite popular. (No Inquisition means the Pagans stick around.)

2) The US would be more open to other religions. (No Salem Witch Trials, Various Native American religions may spread in the vaccum of religion)

3) Slavery would end sooner. (People, selectively quoting the Bible used it as a rationalization of slavery)

4) Our technology/science would be more advanced. (The dark ages would not have happened.)

5) There may be fewer charities to help the needy. (In spite of some of the terrible things that have been done by the Church there have been great charities founded by the Church.)

I think that if the alleged Jesus of Nazareth had not existed, the political borders of the world would be drawn quite differently. Christianity was the single most prominent driving force behind the last two millenia of western History.

Were there no Jesus, there would have been no Saul of Tarsis, (aka the Apostle Paul), who was himself responsible for the transformation of Christianity from a small and unimportant, not to mention loosely organized confederation of sects into a full-blown, bonafide ecclesiastical/political organization. Europe might indeed have stayed Pagan, each culture with their own deities.

At any rate, if there would have been any Islam at all, it would have probably developed more along the Judaist model rather than the Christian one. Most likely the Prophet Mohammed would not have risen to prominence, and if he had, it would probably have been through the ranks of an organized Priesthood. It is entirely possible that Islam would have spread as wide and as quickly as it did in our timeline, as the Bedouin tribes of Arabia were indeed fierce warriors, and certainly capable of converting entire communities to Islam by peaceful means as well. However, it is also possible, given the absence of Christian influences in the religion, that they might not have been interested in expanding their influence quite as far.

I think, given the proximity of the Levant to Islamic lands, the Bedouin would have conquered Palestine much as in our timeline, however, I doubt there would have been any Crusades, as without Christianity, there would have been no Pope, and there would have been no Byzantine Empire. (The First Crusade came about because of a call for reinforcement sent by Emperor Alexius I of the Byzantine Empire to Pope Urban II to help defend against an invasion of Seljuk Turks.)

Regardless of whether the Crusades had happened, the resulting reopening of trade between East and West, I think, would have been in evidence in either timeline, as the entrepreneurial spirit of the Doges of Venice and the leaders of other prominent Italian maritime powers such as Genoa would have eventually caused them to open trade with the Levant and areas inland.

Northern and Western Europe would have remained Pagan peoples, probably reverting back into tribal societies in many places following the collapse of Rome as a power in Western Europe. I imagine that parts of France and the Balkans might have retained a somewhat Romanesque infrastructure, however, Britain and Germany, and certainly Scandinavia, would almost certainly have remained tribal.

As the various tribes of the Goths were pushed west by Huns, they probably would have founded Gothic kingdoms in Western and Southern Europe, much as they did in our timeline, having learned some semblance of "civilization" from the Romans. However, without Christianity, the Carolingian Empire, if it had come to exist at all, would have been one motivated more by the ambition of Charlemagne rather than by the theological justification of "Chosen of God". Thus, the Holy Roman Empire would not have come to exist, and due to the Carolingian practice of dividing a King's lands amongst his sons, all of Western Europe would have ended up as thousands of tiny states, similar to the consistency of Germany and Italy during the Middle Ages.

The Monarchs of Europe, much as they did in our timeline, might indeed have eventually stemmed the power of their vassals and asserted the central authority of the Throne, but in doing so, I think that we'd end up with entirely different countries in Europe, instead of France, England, Germany, and Italy.

The Great Plague, though, probably was inevitable, as it resulted directly from Genoese sailors picking up diseased rats in the Black Sea port of Kaffa, which had themselves been brought by Mongol soldiers who had traveled to the western fringes of the Mongol domains.

Thus, the various Renaissances of Europe probably would have happened, since they grew as a result of the migration of many of the survivors into towns, which itself was a consequence of the vast labor shortage caused by the Black Death.

China and the kingdoms of Asia would probably have remained fundamentally unchanged by the lack of Christianity, at least until the 13th century, and would likely have withstood European mercantilism much more effectively, though it is not hard to imagine that with the growth of independent kingdoms in Korea, Japan, and Tibet, China's main competition would instead have come from their east Asian neighbors rather than from Europe.

India, also, probably would have remained a dominant force, as well, without its subjugation by the Christian British.

I do not think Capitalism would have developed without Christianity, and colonialism and imperialism as we know them might have occurred, if at all, in completely different ways. I think that there would probably be at least 5 times more countries in the world than there are now, and in such cases as groups of them were bound together, it would likely be through confederation rather than Monarchy.