No, there were few or no Catholics in Arabia at that time. The few Christians who did live there belonged to the Nestorian sect. However, there is no evidence that Khadijah was ever a Nestorian.
Ahmad ibn Hanbal in volume 4 of his Musnad tells us that Khadijah was originally a polytheist. She worshipped the pagan goddess Al-Uzza (a kind of Arabian Minerva) every day until at least 605.
Eventually she abandoned Al-Uzza and decided there was only one God. But there is no record that she converted to Christianity, or to any other religion, until 610, when she became the first Muslim.
It is certain that Khadijah knew some monotheists and was influenced by their ideas. Her cousin Waraqa was some kind of Christian. She would also have met Jews (with their emphasis on prophets and a holy book), Zoroastrians (with their graphic descriptions of Heaven and Hell) and Sabians (who had ritual washings, five prayers a day and a month of fasting). Her husband Muhammad was friends with Zayd ibn Amr, who believed in only one God but did not follow any particular religion. People have also suggested that the couple knew some Ebionites, but there is no proof of this.
However, simply because Khadijah knew people from these groups does not prove that she joined them. Probably she did not have any formal affiliation to any group between forsaking the cult of Al-Uzza and joining Islam.
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Sure, Khadijah (God be pleased with her) was not Catholic but she was influenced with monotheism as her cousin. Neither Khadijah nor her Cousin believed in Jesus as God or son of God. Neither Khadijah nor Muhammad bowed to any idol or believed in any idol. Many old narrations and sources are doubtful and one should be careful when using them as references to be sure of their authenticity.
Khuwaylid ibn Asad and Fatimah bint Za'idah
Khadijah bint Khuwaylid
Al-Sayida Khadijah Bint Khuwaylid.
The first person to convert to Islam was Al-Sayida Khadijah Bint Khuwaylid.
The Arabic name is Anglicized as Khadijah or Khadija (notably Khadīja bint Khuwaylid, wife of Muhammad).
khadijah radi-allahu anha was 50 years old when she died
Khadijah bint Khuwaylid's cousin was Abu Hala, also known as Hind ibn al-Zuhra. He was the brother of Khadijah's mother, Fatimah bint Za'rah. Abu Hala played a role in Khadijah's life, particularly during her marriage to the Prophet Muhammad (peace be upon him).
Khadijah bint Khuwaylid was the full name of Khadijah, the first wife of the Prophet Muhammad. She was a prominent and successful businesswoman in Mecca. Khadijah is often revered in Islamic tradition for her support of Muhammad during the early years of his prophethood and for being the first person to convert to Islam.
Khadijah Haqq is 35 years old (birthdate March 10, 1983). She is the twin sister of Malika Haqq.
The bowl or cup associated with Prophet Muhammad is called the "Khadijah" or "Khadijah's bowl," named after his first wife, Khadijah bint Khuwaylid. It is often mentioned in Islamic traditions and hadiths, symbolizing the simplicity and modesty of the Prophet's lifestyle. This bowl is sometimes referred to in discussions about the Prophet's practices and the significance of sharing food and drink in Islamic culture.
Khadija bint Khuwaylid
Khadijah bint Khuwaylid, the first wife of the Prophet Muhammad, is sometimes referred to as "al-Tahira" meaning "the pure one." She was known for her piety, loyalty, and support for the Prophet during his early years of prophethood.