The FAQ has several great answers by /u/jasoncaspian and /u/talondearg.

The TLDR is that most historians accept that there was a person named Jesus who lived in the first century CE, was from Galilee, was some sort of Jewish apocalyptic preacher, eventually traveled to Jerusalem and was crucified by the Romans. That's about all they agree on.

Further, while it's true that there isn't a lot of evidence for Jesus beyond the Gospels and a few fleeting references in non-Christian literature, a paucity of evidence is the case for the vast majority of people in antiquity. When compared to almost anyone else alive at that time, there is a lot more evidence for Jesus than for your average Roman Joe Sixpack. Compared to Augustus or Nero or whomever, or compared to people born centuries later, yeah, sure the evidence is pretty slim, but Jesus wasn't a Roman Emperor or a 19th century worker. He was an itinerant preacher from Galilee. That we have any evidence outside of the Gospels at all strongly suggests he was a real person.