I was thinking somethings like Joseph Campbell's the hero with a thousand faces. I also need a primary source, do you think the bible or other religious texts describing the character would suffice? I'm just not sure where I can find a primary document regarding religion. I know the bible isn't exactly a valid source of historical documentation, but it's the only insight we have on the man that Christ was.
I think you want to start by reading some secondary materials on comparative religion. Then, if you are going to use something like Campbell, just be very aware that you are imposing a generalising framework on religious texts, a framework that is by nature designed to iron out differences and highlight similarities. Next, pick several religions to work with and work through whatever primary texts are available. If Jesus is your main point of comparison, of course you must use the New Testament documents, those are your primary documents.
Personally I don't find this kind of paper very useful, because I'm not sure simply noting parallels and diminishing differences has a lot of explanatory value, I don't think it increases our historical understanding of religious figures all that much. What it might achieve, if done well, is show some similar sociological patterns in construction of religious thought and identity.
I'll agree with talondearg: noting parallels between figures in religious traditions is not too productive, and more of a sociological study, unless we know that the compared beliefs have/had a strong connection or interaction. Many traditions, for instances, have a "resurrection" figure.
The Classic Maya maize god died in the trials of the underworld Xibalba, but was put back together by his sons, the Hero Twins, Hunaphu and Xbalanque. He was then reborn as maize as a gift to humans. This was repeated in the life cycle of the maize plant: a seed is planted, grows again, produces fruit, and returns to the ground a seed.
Osiris, in Egyptian myth, is killed by Set and then resurrected by Isis. Either this resurrection was temporary, or Set killed Osiris again, chopping him up into bits. Isis went out and sought these bits and put them back together.
And of course then we have Jesus' ressurection. But these stories are thousands of years apart in origin and one didn't even contact those aware of the others until the 16th century. This is rather like pointing out that both sea horses and kangaroos have specialized pouches where their young develop. Yes, they do, but one is on females, contains mammary glands, and holds a developing infant, and the other is on males and holds eggs. Be aware that the comparative study you suggest is more likely to find parallel ideas and concepts that people find interesting/make a good story than to actually have any cultural or religious studies relevance.
Good primary-ish sources to reference:
Egyptian texts like the pyramid texts, a Book of the Dead, or any other set of "spells" for protecting the dead
The Maya Popul Vuh
Ovid's Metamorphoses outlines many popular myths
You might try Hans Kung's "Christianity and the World Religions." Particularly specific would be his sections entitled "What unites Jesus and Gautama" and "How Jesus and Gautama differ."