Hi there, there's always more to be said on the topic, but you might be interested in our FAQ section on the historicity of Jesus.

I don't know of any serious scholar that doubts he was a real human being at the time of Pontius Pilate and died somewhere around 30-36 A. D.

From Roman historian Tacitus, Annals, 15.44

Consequently, to get rid of the report, Nero fastened the guilt and inflicted the most exquisite tortures on a class hated for their abominations, called Christians by the populace. Christus, from whom the name had its origin, suffered the extreme penalty during the reign of Tiberius at the hands of one of our procurators, Pontius Pilatus, and a most mischievous superstition, thus checked for the moment, again broke out not only in Judæa, the first source of the evil, but even in Rome, where all things hideous and shameful from every part of the world find their centre and become popular.

From Josephus Antiquities 18.3.3

Now there was about this time Jesus, a wise man, if it be lawful to call him a man; for he was a doer of wonderful works, a teacher of such men as receive the truth with pleasure. He drew over to him both many of the Jews and many of the Gentiles. He was [the] Christ. And when Pilate, at the suggestion of the principal men amongst us, had condemned him to the cross, those that loved him at the first did not forsake him; for he appeared to them alive again the third day; as the divine prophets had foretold these and ten thousand other wonderful things concerning him. And the tribe of Christians, so named from him, are not extinct at this day.

Now if this last quote seems too incredible, most historians agree. Origen, a Christian Scholar from the 2nd Century, denied that Josephus converted, so it seems odd that he should identify Jesus as the Messiah.

According to recent data complied in the 1990s, however, we can confidently say that we believe the text to be modified, but not altered. The original text very likely did mention Jesus, but not in such Christian terms. It appears to bear some similarity to a lost "gospel," possibly the apocryphal Gospel to the Hebrews.

--As a note on the character of Josephus, I should add that he was concerned with creating a positive view of the Jews in Rome, and dissassociating them with uprisings and anti-roman behavior, which may have led him to be as terse about Jesus (the founder of a surviving cult that actively promoted a 'lord' other than Ceasar).

Moreover, it should be noted that Christians, when debating pagan writers, never made mention of an accusation that Jesus didn't exist. This may suggest that either it was a possibility unconsidered by Christianity's critics, or that there were possible historical material verifying the Christians' general account that have been lost since.