The Swaggering Bravo, on 25 February 2012 - 12:09 AM, said:
Stannis to Davos: "I stopped believing in gods the day I saw Windproud break up across the bay. Any gods so monstrous as to drown my father would never have my worship."
You're wrong twofold here, not only is it shown that there are characters who deny the existence of gods, [...]
But that's not what Stannis is saying. He does not appear to be denying the EXISTENCE of the gods. He is saying the gods are monstrous and cruel, and do not deserve his worship. Or, to put it another way, he has a quasi-Lovecraftian view of the universe in which there are no gods, only demons and monsters.
He does not believe in gods in the same way that Sandor does not believe in knights.
... but even if they didn't it would not make it "impossible" to be an Atheist in Westeros.
In a pre-modern setting, it is possible to hold belief-systems that are roughly analogous to modern rationalist materialist Atheism. But one could not define that belief system in the way that moderns do, because nothing analogous to "modern science" exists. Too little is known about "the laws of nature" to know what is or is not "supernatural".
Does a modern atheist necessarily rule out the possibility of alien beings with intelligence and technology far in advance of our own? How does that differ, in principle, from a pre-modern who believes in, but does not necessarily worship "gods".