Here was another possible barrier, a closed door, to the proclamation of the gospel. Why? Well, there was a serious social problem with Paul, a Jewish man and particularly a Pharisee, coming up to a group of women and establishing a conversation. In his pre-conversion days, such a thing just would not have happened. The circles and customs he was surrounded with held a woman’s social status as being quite low. Indeed, a known prayer of the Pharisees was “God, I thank you that I am not a Gentile, or a slave, or a woman.” … The Pharisees were really a piece of work, weren’t they?
Yet, due to the Lord’s grace, Paul had left such nonsense behind. Thus, we find Paul, in our passage today, seated beside the Gangites River, having a meaningful conversation about the good news of Jesus Christ with a group of women!
Paul was also following the Lord’s example, like when Jesus spoke with the woman at the well in John 4. Because of the gospel of Jesus Christ, prejudice between sex, race, or socioeconomic status had been done away with. A mixed gender (male and female) and mixed race (Jew and Gentile) conversation was not a problem for Paul, as it was not problem for the Lord. The Lord had blown through former barriers, providing a tremendous opportunity.
It was as Paul had previously written in Galatians 3:28,“There is neither Jew nor Greek, slave nor free, male nor female, for you are all one in Christ Jesus.” So, here he acted on this truth. With the door wide open for the proclamation of the Gospel, Paul went right through.
So, there they were. Paul, Silas, Timothy, and Luke, coming upon this group of ladies worshipping on the side of the river. They stopped and joined in their worship. Perhaps the ladies were singing or praying, at the time. We don’t know. We do know, however, that at some point, the ladies invited Paul, the evident leader of this group of visitors who had gathered with them, to say a word. Jumping at the chance, and ever faithful, Paul explained to them the good news of Jesus Christ. Such was the first apostolic proclamation of the gospel to people in Europe—proclaimed to this small group of ladies.
Take a look at v. 14.
14 One who heard us was a woman named Lydia, from the city of Thyatira, a seller of purple goods, who was a worshiper of God. The Lord opened her heart to pay attention to what was said by Paul.
We know nothing of any of the women there but one—Lydia. Lydia, this Gentile woman, heard Paul’s pronouncement, and was drawn to the words, drawn to the truth (the freedom that Jesus brings). She understood the wonder of the gospel that Paul was explaining, as the Spirit quickened her heart to believe.
How Lydia initially came to be a “worshipper of the God,” as the ESV puts it, we do not know. However, it is clear that Lydia already had a belief in God, from a Jewish point of view—what is called a God-fearer. Consistent with many Gentiles who were God-fearers, as one man explains, she was “behaving like a Jew without actually becoming one.” This is why she, a Gentile woman, was at the riverbank worshipping like a Jewish woman. Perhaps, as another posits, since her hometown of Thyatira had “an extensive Jewish community… she had … first come to her faith in God there.” If so, when she moved to Philippi, she brought her faith with her.
You may remember how Cornelius (whose conversion is recorded in ch. 10) was likewise a Gentile God-fearer, who needed to hear the Gospel of Jesus Christ so that he might be saved. So, the Lord sent Peter to tell him the message, and he believed. With Cornelius, what once would have been an impassable barrier (the Jewish/Gentile divide) … what once would have been an impassable barrier was blown wide-open by God for Peter to pass through to proclaim the gospel.
Here with Lydia, that same door was blown wide-open for Paul, with the additional benefit that Lydia was a woman. Lydia heard what Paul had to say, she heard it and was glad. Tim Keller explains a bit of the dynamics going on with her life and the beauty the gospel would have held for her.
God-fearers left the emptiness of paganism. Yet when they came into religion, they came into the Old Testament, and they started saying, “We have to live according to the law of God.” They felt the burden …
So here are Lydia and the God-fearers. On the one hand, they’re trying to leave the emptiness of living for yourself, but then when they come into religion, they feel the burdensomeness of having to save themselves through their good works. 
And now, here was Lydia, caught between emptiness and burden, hearing about freedom and fulness of life in Christ. As Keller puts it,
Paul said, “Let me tell you something. I want to tell you about Jesus Christ, who lived a perfect life according to the law, the only One who ever did. Then he went to the cross and died for our sins. So he earned the blessing perfect obedience deserves, but then he took the curse disobedience to the law deserves. So when you believe in him, the curse for your disobedience falls on him, that means his blessing he earned for his obedience falls to you and you’re saved by grace.”
The wonderful freedom that the gospel message conveys, freedom in Christ, was beautiful to Lydia. God had broken down even another barrier—that of her sinful heart—opening her heart to the gospel of Jesus Christ, bringing her to saving faith. Hearing the call to follow Jesus, she laid her burden down. As the Lord calls, “Come to me, all who labor and are heavy laden, and I will give you rest” (Matt. 11:28). So, she followed Jesus.