They were 'God-fearers': Gentiles who had given up their pagan deities attended the local synagogue and heard the scribes and Pharisees preach. They were entirely ignorant of Christ.if you here refer to Lydia, then you will notice that it says, "who worshiped God", like Cornelius, who was "devout and fearing God"; that God sent the Message for their salvation, and helped them understand what was said. The reformed read their "election" theology into this, but fail to notice that these two were already worshipping and fearing the Lord BEFORE they heard the Gospel for their salvation!
But since you are such a big fan of Thomas Watson, let's see what he has to say about it all:
'How is repentance wrought? The manner in which repentance is wrought is:
1. Partly by the Word.
'When they heard this, they were pricked in their heart.' The word preached is the engine God uses to effect repentance. It is compared to a hammer and to a fire (Jer. 23:19), the one to break, the other to melt the heart. How great a blessing it is to have the word, which is of such virtue, dispensed! And how hard they who put out the lights of heaven will find it to escape hell!
2. By the Spirit.
Ministers are but the pipes and organs. It is the Holy Spirit breathing in them that makes their words effectual. 'While Peter yet spake these words, the Holy Ghost fell on all them which heard the word' (Acts 10:44). The Spirit in the word illuminates and converts. When the Spirit touches a heart it dissolves with tears. 'I will pour upon the inhabitants of Jerusalem the spirit of grace ... and they shall look on Me whom they have pierced, and they shall mourn' (Zech. 12:10). It is wonderful to consider what different effects the word has upon men. Some at a sermon are like Jonah: their heart is tender and they let fall tears. Others are no more affected with it than a deaf man with music. Some grow better by the word, others worse. The same earth that causes sweetness in the grape causes bitterness in the wormwood. What is the reason the word works so differently? It is because the Spirit of God carries the word to the conscience of one and not the other. One has received the divine unction and not the other (1 John 2:20). Oh pray that the dew may fall with the manna, that the Spirit may go along with the word. The chariot of ordinances will not carry us to heaven unless the Spirit of God join Himself to this chariot.'
[Thomas Watson, The Doctrine of Repentance, Chapter 1. Underlining mine]
Unless the word had come with the converting power of the Spirit to Cornelius and Lydia, they would have rejected it.