As someone I knew was fond of saying, there is more evidence for the existence of Jesus than there is for Alexander the Great. For the rest, this is covered quite well by the FAQ:

Did Jesus exist?

• How much evidence is there for a historical jesus christ besides the bible? by /u/talondearg
• What's the best evidence that Jesus did or did not historically exist? by /u/talondearg
• Is Tacitus the main reason historians accept Jesus's historicity? by /u/jasoncaspian
• Is the Bible/religious texts considered a reliable source for historians? by /u/kookingpot