...about which you have already heard in the true message of the gospel that has come to you.
There are many false gospels - false ways of salvation - in the world. There is only one true way to God and salvation. Christianity presents the only true message. The world thinks that such exclusiveness is pride and prejudice. It would be if it wasn't true. But when something is true, it is not pride to say so, although it can be displayed in a prideful way. For example, to state that using bubble gum instead of nails or screws to hold studs together in a wooden frame is foolish is not a prideful statement, just an acknowledgment of facts.
In line with that, as Christians, we support the right of people to believe what they want. We do not force people to believe what we do. We present the truth, the choice to accept or reject it is theirs, and we honour their choice. But respecting the choices of others does not mean we are saying they are correct, only that they have the right to believe what they want.