well,
No judaism => no Christianity, and no Islam.
Modern world would likely be pretty unrecognizable to us.
Hinduism might spread farther west, but would still face competition from zoroastrianism and local paganisms - which in the premonotheist era OTL were sufficient to prevent much spread, so I don't think that will shift.
As others have posted, most of the mediterranean paganisms had shifted to mystery cults as their primary praxis, so the idea of a unifying or primary religion might not arise.
Some Upsides:
1. No destruction of library of alexandria
2. ditto for some of the pagan wonders of the world
3. Probable continuation of the olympic games
A few downsides
1. - no strong unifying religion and monotheist deity seems to imply a continuation of emperor worship, and the unification of crown&temple - seems to leave less room for the development of a private sphere or civil space.
2. - less moral basis to argue against certain practices such as slavery - I think you will see things like slavery and human sacrifice in Europe proper last longer. The same for the gladiatorial games.
3. - different developments in religious architecture (I'm rather fond of the development & look of cathedrals/basilicas and monasteries -personal taste thing)
Up in the air:
I've seen arguments that a lot of early technological and scientific development was dependent upon a certain type of monotheistic view of the world, and that much of it was the province of monastics (who, sans obligations to land/family/or king had more time to devote to such pursuits).
As a contrary point, the argument is also made that selecting the more intelligent folks out of the populace for several hundred years and discouraging their reproduction is in part responsible for the lower average european/caucasian IQ (as compared to folks from the rest of Eurasia).
Arguments have gone each way that monotheism was responsible to helping Rome to hold itself together, or for hastening it's decline.
The celts/gauls/saxons/etc had traditions of democratic or semidemocratic rule before Roman or christian influence was felt, but the development of our understanding of things like human rights was OTL very heavily linked to and dependent upon Christian theology and teachings. Development of similar concepts in TTL would take place very differently, if at all.
Polytheisms seem to be even more inclined to syncretism than my own mother church, so I think TTL will see far less effort to wipe out differing religious practices/worship sites. - good news for art & architecture students, bad news for central & south american peasants.
certainly sounds like a premise with a lot of potential to create an interesting timeline.