Exclusivism is the belief that only faith in the Jesus Christ of Christianity leads to salvation. To say that Christianity is exclusive is to say it teaches that the faith of other sects or religions will not lead to eternal life; or in other words, the Jesus Christ of the Bible is the only true way to God.
Regarding the question of those who may never hear the Christian gospel, R.C. Sproul has said, "If a person in a remote area has never heard of Christ, he will not be punished for that. What he will be punished for is the rejection of the Father of whom he has heard and for the disobedience to the law that is written in his heart."