In the poem "Heritage" by Countee Cullen, what is the meaning of the stanza that starts with the line "My conversion came high-priced"?
The meaning of those lines and that stanza can't be found in isolation. Instead, they must be read in the context of the entire poem.
The poem starts with the line "What is Africa to me," and the entire rest of the poem should be read as an attempt to answer that question. What is Africa to the African American poet specifically, to the African American more generally, and perhaps to Countee Cullen specifically?
Then, if we look at that stanza, we read it as part of Cullen's answer. The first four lines of that stanza discuss gods the Africans made, who are "In a likeness like their own." The next four discuss Cullen being Christian, a conversion that carried a high price.
Taken together, we see that the Cullen's Christianity comes at a very high price. He has to set aside the gods of his ancestors, and to even look at them as primitive. Those gods are "naught" (nothing) to him. He can't see African religion as real, because he's a Christian. Since he's an American Christian, we can take that further. In most churches, Jesus is shown as white. If God is shown, God is shown as white. That means that God and Jesus are like white men, while Cullen is black and like the pagans. Religion reinforces social stigma.