I unfortunately can't remember where I read this, but I was reading something about people who say there's not enough evidence to conclusively prove Jesus of Nazareth existed. The article said that if someone takes that attitude, they'd also have to agree Alexander the Great never existed as we have less proof for him. Is this at all accurate?
There is definitely more to be said on this topic, since we do not have any past answers to link to that answer this specific question, but there are a few that are relevant and may interest you:
The FAQ section on Christianity, with answers by /u/talondearg and /u/jasoncaspian
Is there a possibility Alexander the Great didn't exist?, answered quite a long time ago by /u/daeres