In the New Testament we find that the Christians were first known as "Followers of the Way" The New Bible Dictionary supports this when it says that "The Way" is the oldest designation for the Christians.
Such a name pinpoints the essence of Christianity. Christ said that he was "the way, life and truth." Throughout the Bible you find references to the way of the righteous and God leading his people in the way. It is natural then that Christianity should be known simply as "the Way."
From these we find that this term has two meanings. First, it has to do with the way of living. The early Christians believed that God reveals the way life is to be lived in the Scriptures. For instance, the Bible tells us that there is a way (to live) that seems right unto a man, but its end is death. On the other hand, those that trust in the Lord with all their heart, relying upon his word as their guide for life and faith, walk in the "right way" or find the "way of life." In the morally lax culture of Rome, the Christians' irreproachable ethics was certainly an unmistakable trait.
Yet the second meaning may overshadow the first. Christians confess that the sole way of salvation lies in Christ. The only way to the Father is through Christ (Jn. 14:6). This exclusivity would have stood in stark contrast to the pagan culture of the day. Where multiple gods are held up as viable ways to eternal life or happiness, Christianity's exclusivity would was a notable feature. Sometimes Christians would even be called atheists because they rejected the Roman gods.
In our day, where paganism is lurching out again, Christians must remember their roots. We are still people of "the Way." Therefore we must understand the necessity of being dogmatic in belief and definitive on ethics. We must resist giving in to pressures of pluralism and stand out as a singular people.