Acts 10

(2) He and his family were devout and God-fearing; he gave generously to those in need and prayed to God regularly.
Although Cornelius was a God fearing man he still wasn't saved because he didn't know the gospel however God provides to those who seek him.

(15-16) The voice spoke to him a second time, "Do not call anything impure that God has made clean." This happened three times, and immediately the sheet was taken back to heaven.
For centuries the Jewish community viewed the gentiles as unclean so it's understandable that certain prejudices was inbred in Peter's mentality. It took a three part heavenly vision to convince Peter of his wrongful biases. Our mind is of human limited nature so we shouldn't debate with God's sovereign understanding and decision. 

(45) The circumcised believers who had come with Peter were astonished that the gift of the holy Spirit had been poured out even on Gentiles.
This was a defining moment in the Churches history, because of this event we have no basis to view ourselves as morally or spiritually superior to others.