Heresy originally meant 'choice' or 'freedom of thought' while the orthodox meant what was to be considered 'right'. During the time when Arians existed, they were indeed considered heretics because their interpretation of the religion was different from the standard 'orthodox' belief and was officially condemned during the Council of Nicaea.
Early heresies came from different interpretations of the Christian religion and the bible, especially considering that the religion is relatively new. Heresies started to become a problem later on because Christian leaders were obliged to hold the correct religious beliefs and made sure others had to do the same as those who believed in false religions will be condemned to hell.