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they said ... They said
"they said to themselves ... They said to each other" or "they said to each other ... They said to each other." The second clause clearly refers to what the Philistines said to each other. The first clause probably refers to what they thought, though it could also refer to what they said to each other. If possible, avoid stating who was spoken to.
A god has come
The Philistines worshiped many gods, so they probably believed that one of those gods, or one whom they did not worship, had come into the camp. Another possible meaning is that they were speaking the proper name of the God of Israel: "Yahweh has come." Because 4:8 speaks of "gods," some translations read, "Gods have come," that is, "It is gods who have come." (See: rc://en/ta/man/jit/figs-pronouns)