Just saying: Why would God only reveal his word to some people? I mean, sure, the word spread from a point of origin...but that was in one point in time and space. I'm sure there are tribes who have never heard of Jesus....would a loving God bring them into a world and place where the only possible outcome was eternal damnation?
Mormon doctrine talks a bit on this.
According to the Book of Mormon*, the soul doesn't depart from Earth to go straight to Heaven/Hell, but that it stop midway in this "Spirit World". In this Spirit World, the good people (Those who know of God and follow him) reside in "Spirit Paradise", while others (Those who don't follow god, either by choice or ignorance) reside in "Spirit Prison", where the people in Spirit Prison are educated by the people in Spirit Paradise on the truth of god and whathaveyou, basically giving every soul a second chance, in an environment where you can't really fail, unless on purpose.
Continueing this, there is more than one Heaven.
On the highest tier, (The Sun Domain, or whatever the heck it's called) resides God himself, and those who are truly devout.
Below that, the Moon Domain (I'm probably getting names of these messed up, sorry) where those who are good people in general, but don't follow god, reside. It's still a good place, but you don't have the glory of God's direct presence.
Further below this, is the Star Domain (still wrong, I'm sure) wherein lies everyone else. All the people who are horrible and whatnot. This isn't hell, though, it's basically just a place of great loneliness, where you eternally know that you could have done better, but you aren't activily tortured, or anything.
At the very bottom lies Hell itself. Supposedly, humans will never actually go here, it's just populated with demons and Satan, forever shut off from God and righteousness
TM.
*Basically, the idea behind the book of Mormon is that the order goes: Old Testament, New Testament, Book of Mormon, making it the third book in the Bible Trilogy. It covers Jesus' trip to the American continents to spread the word of God over there, along with other things.