The Gospel is a Mystery to the natural man, it cant be known except by superatural revelation. Paul when an natural man in the jews religion im sure he heard naturally that Christ died for sinners, however he hadnt had the Gospel revealed to him then, save by natural understanding. He writes later that the Gospel was revealed, a revelation Gal 1:11-12
11 But I certify you, brethren, that the gospel which was preached of me is not after man.
12 For I neither received it of man, neither was I taught it, but by the revelation of Jesus Christ.
And so it is with all who come to receive it and believe it, its revealed to them by the agency of Christ's Spirit 1 Cor 2:7-10
7 But we speak the wisdom of God in a mystery, even the hidden wisdom, which God ordained before the world unto our glory:
8 Which none of the princes of this world knew: for had they known it, they would not have crucified the Lord of glory.
9 But as it is written, Eye hath not seen, nor ear heard, neither have entered into the heart of man, the things which God hath prepared for them that love him.
10 But God hath revealed them unto us by his Spirit: for the Spirit searcheth all things, yea, the deep things of God.
Now the Wisdom of God in Vs 7 above is the Gospel of Christ, its to preach Christ 1 Cor 1:23-24
23 But we preach Christ crucified, unto the Jews a stumblingblock, and unto the Greeks foolishness;
24 But unto them which are called, both Jews and Greeks, Christ the power of God, and the wisdom of God.
This Wisdom of God Christ crucified and what it means in the eternal counsels of God is a mystery to the natural man, it can only be known by revelation. If people tell you that natural born children can learn and believe the Gospel of Christ, they are false witnesses, unless they're taught it by revelation as well as anyone else !