I believe there is/are tradition(s) recorded in Imam Hambal's Musnad that Khadija used to keep the idol of Al-Uzza . If that was the case then she was a pagan idol worshiper .
I personally didn't search for its degree of authenticity .
It mentions
1-When first revelation came to Holy Prophet (peace and blessings of Allah be on him), he was comforted by words of Hazrat Khadija (may Allah be pleased with her).
2-These words of comfort are important to understand what she thought about God and how she mentioned God.
3-She took her husband to a religious scholar hermit for his words.