In the nativity story, we're all told that Joseph had to travel from Nazareth back to the town of his birth Bethlehem for a census. This is actually important because predictions of the Messiah said that he would be a "Son of David". Which can either mean somebody who is a biological descendant of King David or somebody born in Bethlehem. Now Joseph was a descendant of King David which is what all the begats are about eg. A begat (father of) B who begat C etc. however of course Joseph isn't really the father of Jesus because Jesus's father is God via the Holy Spirit. So Jesus had to be born in Bethlehem for the prophesies about the messiah to be fulfilled. However there is no record anywhere apart form biblical sources of that census taking place. And the effects of "In those days Caesar Augustus issued a decree that a census should be taken of the entire Roman world." It would have caused a crisis in the Roman Empire if it had taken place.

"And everyone went to their own town to register. So Joseph also went up from the town of Nazareth in Galilee to Judea, to Bethlehem the town of David, because he belonged to the house and line of David."

Every free man sailors, merchants, soldiers.... in the Roman Empire having to travel back to the town where they were born in order to take part in a census would have caused numerous problems. Not to mention what purpose would such a census have served? It wouldn't have told you how many people lived in Bethlehem today, just how many people who had been born in Bethlehem had been able and willing to make the trip back to Bethlehem. And from a taxation point of view what good is it to know if X owns 5 cattle, a sheep and three acres of land on the other side of the Empire?

So really the whole census is just a deus ex machina (Gift of the Gods) or plot device to get to be Jesus born in Bethlehem to fulfil some prophecies when his parents live a few hundred miles away.

One event that, while contraversial, is considered by most historians to be rather unlikely, is the Exodus. There's a good discussion of it here: https://www.reddit.com/r/AskHistorians/comments/19p1vu/do_we_know_if_the_exodus_happened_the_way_its/

The reign of king David. While the Bible portray him as a great king (not necessarily always morally), he likely was not. The evidence that we have outside the Bible says that there was a Judean royal dynasty called the "House of David", however the archaeological evidence shows a regional strongman instead of great kings. The picture of a dominant David could be royal propaganda allowing the House of David to aggrandize themselves. Some historians doubt if Israel and Judah were ever united but were instead two separate kingdoms established around the same time. Some argue essentially that David may have established himself in Jerusalem and created a line of kings there while an independent Israel had several royal dynasties (contributing to it's instability).