The earliest known mention of Christians by a Roman appears in a letter by Pliny, a Roman governor of Asia Minor - what is now part of modern Turkey. The letter is actually the second earliest writing about Christianity by a non-Christian, the first being from about 90-95 AD by Josephus, a Jewish writer.
Pliny's letter was written in 111 AD, which puts it immediately after the New Testament era. At this point in history, the last "books" of the New Testament were written and the last of the Apostles would've died off not long before this.
Pliny is writing to Emperor Trajan for advice about dealing with this strange new group of people called Christians. The letter gives us some interesting insights into the earliest Christians.
Pliny writes in the letter:
"For the moment, this is the line I have taken with all persons brought before me on the charge of being Christians. I have asked them in person if they are Christians, and if they admit it, I repeat the question a second and a third time, with a warning of the punishment awaiting them. If they persist, I order them to be led away for execution; for whatever the nature of their admission, I am convinced that their stubbornness and unshakable obstinacy ought not to go unpunished.
"Now that I have begun to deal with this problem, as so often happens, the charges are becoming more widespread and increasing in variety. An anonymous pamphlet has been circulated which contains the names of a number of accused persons. Among these I felt that I should dismiss any who denied that they were or ever had been Christians when they had repeated after me a formula of invocation to the gods and had made offerings of wine and incense to your statue (which I had ordered to be brought into court for this purpose along with the images of the gods), and furthermore had reviled the name of Christ—none of which things, I understand, any genuine Christian can be induced to do.
"Others, whose names were given to me by an informer, first admitted the charge and then denied it; they said that they had ceased to be Christians two or more years previously, and some of them even twenty years ago. They all did reverence to your statue and the images of the gods in the same way as the others, and reviled the name of Christ."
So, people are being accused of being Christians and Pliny is having them brought before him. Obviously, something about these Christians is causing the pagan Romans concern, even to the point of having pamphlets published naming names of supposed Christians.
Those accused of being Christians were ordered by Pliny to worship and pray to pagan idols of Roman gods (likely Jupiter, Juno, Minerva, etc.) and a statue of the Emperor Trajan and to curse the name of Christ, things no "genuine Christian" would do. Some of these accused Christians obey Pliny and other do not. Those that refused, Pliny states plainly, were led off to execution.
EARLY CHRISTIAN PRACTICES DESCRIBED
Pliny receives (and, thus, so do we) some interesting insights into early Christianity from the questioning of those who claimed they had once been Christians but no longer.
"They also declared that the sum total of their guilt or error amounted to no more than this: they had met regularly before dawn on a fixed day to chant verses alternately among themselves in honor of Christ as if to a god,"
This is interesting because many skeptics try to claim that the idea that Jesus Christ is God developed long after - even centuries after - Christianity originated. In other words, they claim the first Christians didn't believe Jesus was God, but as time passed and legends grew, Jesus Christ became God. Yet, here we have a non-Christian witness telling us Christians worshipped Jesus as God at the very beginning of the second century. And, clearly, this was a practice that had to be going on before the letter was written, which places this practice of worshipping Jesus as God even earlier.
"and also to bind themselves by oath, not for any criminal purpose, but to abstain from theft, robbery and adultery, to commit no breach of trust and not to deny a deposit when called on to restore it. After this ceremony it had been their custom to disperse and reassemble later to take food of an ordinary, harmless kind;"
Several things are interesting to note here.
First, when Christians would gather, they worshipped Christ and made oaths to follow biblical morality (which included being honest with money ["to not deny a deposit when called on to restore it"]). Then, they would gather again at a later time for a shared meal. We read in the Book of Acts that sharing meals was a regular part of living as the local church for the first Christians (Acts 2:46).
It's a bit humorous in hindsight that Pliny describes the food of the Christians as "ordinary" and "harmless." There were rumors back then that this strange new cult of Christians were cannibals. That may sound crazy to many of us today, but when you take into account the Christian ordinance of communion (The Lord's Supper), where Christians symbolically eat the "flesh" (bread) and drink the "blood" (wine) of Christ, one can understand how such a rumor could begin. Communion is a ritual implemented by Christ himself to be done to remember his self-sacrifice upon the cross for the forgiveness of sins (Matt 26:26-28; 1 Cor 11:23-26). Such a rumor starting among those unfamiliar with Christian practices and beliefs makes perfect sense.
"but they had in fact given up this practice since my edict, issued on your instructions, which banned all political societies."
These Christians had met for shared meals, but they ceased meeting like this because Pliny outlawed similar meetings for political reasons. The Roman authority didn't want any competition, so "political societies" were outlawed. Though the Christians were not getting together for political reasons, their gatherings for meals shared enough characteristics with these political clubs for them to be in violation of the law, so the Christians ceased to meet in this way.
The point we should note: with the exception of worshipping the Roman gods and emperor, the Christians were law-abiding.
"This made me decide that it was all the more necessary to extract the truth by torture from two slave-women, whom they call deaconesses."
Here, we see that both slaves and women held the position of deacon in the early church.
WHEN DOWN IS UP AND UP IS DOWN
Pliny ends this section of his letter by concluding:
"I found nothing but a degenerate sort of cult carried to extravagant lengths."
To close, we must note the irony. After laying out that the Christians are an honest, moral, harmless, law-abiding people, this Roman, who doesn't hesitate to execute or torture them, describes them as a "degenerate sort of cult carried to extravagant lengths"!
Keep in mind, "cult" for most of history is a neutral term without the largely negative connotation that it holds today. "Cult" simply means a religious group devoted to a certain deity or person. Thus, Christians are quite literally members of the cult of Jesus Christ.
But it should also be noted that "cult" may not be the best translation here. The Greek word used is actually superstitio, which can be translated "superstition." All three Roman writers who mention Christianity in the beginning of the second century (Pliny, Tacitus, Suetonius) describe the group as superstitio. Superstitio "referred to beliefs and practices that were foreign and strange to the Romans"  and was a term with a negative connotation.
Where we may think pagans would be open to other forms of religious faith, the Romans considered themselves extremely pious according to their religion and looked at foreign faiths with suspicion. Yet, as long as those foreign faiths also honored the Roman gods, they were tolerated. In the eyes of the Romans, the exclusivity of the Christians' beliefs put their very society and culture at risk by offending their gods.
Despite this, early Christianity grew and spread in this environment, ultimately changing the culture around it.
So, in a way, the Romans were right to fear the Christians as a threat to their way of life.
By Steve DiSebastian
 The Christians As the Romans Saw Them by Robert Louis Wilken - Second Edition, Yale university Press, 2003 P.49-50