I'm going to write an answer and link to several older answers from myself and others. Many of them are older posts from before the current moderation policies, but the ones I've chosen are still in line with modern scholarship and mostly stand up to current standards.

Most critical scholars (as in Biblical Criticism - the study of the Bible as a historical document) treat the origins of Judaism as a process rather than an event. I've written about the story of Exodus before, in short there is absolutely no archaeological proof of anything like the event described in the Bible. There are also no non-Biblical literary references to the events of Exodus until the 4th century BCE, when the Greeks came into direct contact with Judea for the first time. Lacking modern methods, these early historians engaged with Jewish tradition and tried to work the Jew's own record of their history into the wider Greek understanding of the ancient past. Many of them diverge from the traditional Jewish account in their attempt to reconcile other documented histories with Judaism, often making him the founder of Judea or Jerusalem and showing little to no knowledge of the story of Joshua, the Judges, or the pre-Babylonian Hebrew kingdoms.

Moving forward the book of Joshua is a mixed bag. Some of the cities supposedly conquered by the Israelites are unidentified, some show signs of warfare around 1200 when Joshua was supposedly active, others show no signs of this at all, including the famous Jericho. I discussed the latter category (and the history of Jericho) a bit here and u/flubb discussed more of Jericho's history here. The period of Judges has no outside confirmation, and neither really does the united monarchy of Israel. Saul certainly isn't attested by any outside source, and neither is Solomon. There is a dubious reference in the 1st Century CE Jewish historian, Josephus', Antiquity of the Jews which could be evidence of lost Phoenician sources or could be more Hellenistic reconciling Jewish tradition with other historical records.

Obviously between those two is David. There are a few outside references like the Mesha Stele and Tel Dan Stele that probably reference "The House of David" as the royal family in the Kingdom of Judah, but no references to David in his own time. All that really confirms is that the later Judahite kings did in fact trace their line back to David. u/otakuman goes more in depth on that here (though as flubb points out in that thread he is incorrect about the Greek armor).

The early king's of the separate kingdoms of Israel and Judah are not independently attested either, but beginning in the 9th Century BCE, we begin seeing independent confirmation of Biblical figures more and more, to the degree that we can reasonably say that the unattested kings and events between independently confirmed kings were probably historical. The earliest example of this is Omri, the founder of the dynasty that usurped Israel from the House of David according to the Bible. Very few outside documents refer to the Kingdom of Israel. Instead, they refer to the House of Omri when referencing the northern kingdom, including the Mesha Stele and several Assyrian monuments. Omri is not personally referenced in any extra-Biblical documents. However, his son, Ahab, was listed by Shalmeneser III of Assyria on the Kurkh Monoliths.

The arrival of Assyrian armies in the Levant signals the beginning of fairly consistent extra-Biblical confirmation or support of Biblical figures and events. This roughly corresponds with 2 Kings and its equivalent narratives in other books, which I used as a case study in this answer.

As I say in that post, the Bible is not completely historical after that point, but is broadly supported. Individual books like Esther, Job, and Daniel stand out as largely fictitious or folklore. Individual prophecies and chapters are also ahistorical, like Ezekiel's prediction that Babylon would conquer Egypt, which I recently discussed. Of course, that also keeps everything in the Old Testament/Tanakh. The Christian New Testament is largely unattested because it was not significant to its contemporaries (discussed here by u/JJBrazman) or because the canonical books themselves are primary documents.