If you watch and/or listen to atheist vs Christian debates then you will likely hear this question frequently posed by the atheist side. It’s a reasonable question. If a Nordic time-traveller was to visit us from the past and claim that Thor and other gods within their framework of belief were real, then as Christians we would appear to be atheists in one sense to them. However the direct and true answer is that Christians are not atheist in any frame of reference because Christians believe in a God, and atheism by definition means the belief that there is not a God or any number of gods.
What the atheist is really asking is why should a person believe in the Christian God in preference to all the other gods that humans have imagined over history?
Well the God of the Bible understands that question, and addresses it head-on. Whereas many civilizations simply accepted the existence of many gods, the Bible very specifically establishes that there is only one True God that is able to bring his will to fruition.
Here are some examples:
“To you it was shown, that you might know that the LORD is God; there is no other besides him.” (Deuteronomy 4:35)
“Therefore you are great, O LORD God. For there is none like you, and there is no God besides you” (2 Samuel 7:22)
“For you are great and do wondrous things; you alone are God.” (Psalm 86:10)
“I am God, and there is no other; I am God, and there is none like me” (Isaiah 46:9)
“And this is eternal life, that they know you, the only true God, and Jesus Christ whom you have sent.” (John 17:3)
See also: Deuteronomy 6:4; 32:39; 1 Kings 8:60; 2 Kings 5:15; 19:15; 1 Chronicles 17:20; Nehemiah 9:6; Psalm 18:31; Isaiah 37:16,20; 43:10,11; 44:6,8; 45:21; Hosea 13:4; Joel 2:27; Zechariah 14:9; Mark 12:29-34; Romans 3:30; 1 Corinthians 8:4-6; Galatians 3:20; Ephesians 4:6; 1 Timothy 1:17; 2:5; James 2:19
Framing the Christian as someone who just happens to believe in one god and rejects millions of others is not a reasonable representation of the Christian faith. It implies that belief in any one or number of gods is equally as plausible or implausible as belief in any other.
However, that’s not the way it is. There is a reason why belief in the Judeo-Christian God of the Bible sits perfectly well with modern science for many people, whereas a belief in the Norse god Thor does not.