Romans 1: depravity
Paul wrote the letter to Romans around 57 AD, form Corinth after the Third Mission Trip. The Ceaser Claudius had expelled the Jews from Roman (perhaps due to a quarrel about Jesus), but now in 57 AD, Ceaser Claudius had been killed and Ceaser Nero with only 19 years old assumed Rome. In this context, Jew Christians came back to Rome and to the church, causing a conflict between gentiles and Jews. The Messiah came from the Jews, were they more important? The Jews had the Law, but how the Law was important to salvation?
The gospel - the message that we are saved by Jesus - begins with the question: "why gentiles need salvation?"; Answer: "because they are sinners and deserve the death". In Romans 1, Paul wrote:
18-23 But God’s angry displeasure erupts as acts of human mistrust and wrongdoing and lying accumulate, as people try to put a shroud over truth. But the basic reality of God is plain enough. Open your eyes and there it is! By taking a long and thoughtful look at what God has created, people have always been able to see what their eyes as such can’t see: eternal power, for instance, and the mystery of his divine being. So nobody has a good excuse. What happened was this: People knew God perfectly well, but when they didn’t treat him like God, refusing to worship him, they trivialized themselves into silliness and confusion so that there was neither sense nor direction left in their lives. They pretended to know it all, but were illiterate regarding life. They traded the glory of God who holds the whole world in his hands for cheap figurines you can buy at any roadside stand.
The gentiles didn't have the Torah; however they could understand some attributes of the Lord such as his eternal power and his divine nature; however,instead of praising the Lord, the gentiles decided to praise things in the world. Due to this refusal to come to the Lord, the Lord delivered the gentiles to a greater depravity, i.e., to their sins. That is why, the gentiles need the Messiah, to restablish their connection to the Lord.