It seems common place, especially on the internet, to see claims that we Christians are worshipping a myth that has no real evidence besides a book written by people who were swept up in the delusion.
While we cannot prove with empirical evidence that Jesus was who he claimed to be, we can prove that he did exist. Adrian Lickorish explains in his new book, Is Jesus God? (pp.5-10), why we can make that claim:
“From time to time since the eighteenth century (and not infrequently today) someone suggests that Jesus never lived. He is a myth. A figure like King Arthur or Robin Hood, encapsulating hopes and dreams, but of no reality.
The answer is that there is clear evidence, from outside Christian sources, that Jesus did exist at the time claimed by the New Testament. The evidence records Jesus as a teacher and miracle worker, who was crucified under Pilate and whose followers regarded him as Christ.”
While many might have heard of Josephus, Lickorish features four other historical figures whose works act as historical evidence of Jesus’ existence.
 Pliny the Younger: (c. AD 62-113) was the governor of the Province of Bithynia. He wrote to the Emperor Trajan in about AD 112 (about seventeen years after the Apostle John’s death)…
Pliny stated that the Christians assembled together regularly on a certain day “to sing responsively a certain hymn to Christ as if to a god”….
 Tacitus: (c. AD 55-117) was a Roman historian…. He stated:
Hence to suppress the rumour [that Nero was himself responsible for the fire which caused widespread destruction in Rome in AD 64] he falsely charged with the guilt, and punished with the most exquisite tortures, the persons commonly called Christians, who were hated for their enormities.
Christus, the founder of the name, was put to death by Pontius Pilate, Procurator of Judea in the reign of Tiberius; but the pernicious superstition, repressed for a time, broke out again, not only through Judea, where the mischief originated, but through the city of Rome also.
 Suetonius: (c. AD 70-130) served as secretary to the Emperor Hadrian, and wrote The Lives of the Twelve Caesars in about AD 120. In the section on Nero, he states that
“the Emperor inflicted punishments on the Christians, a sect that professes a new and mischievous superstition”.
In the section on Claudius, he refers to the expulsion from Rome of the Jews,
“who had been continually stirring up trouble under the influence of Chrestus”.
 Lucian of Samosata: (c. AD 125-180) was a Greek satirist. Writing in AD 170, he
The Christians, you know, worship a man to this day – the distinguished personage who introduced their novel rights, and was crucified on that account…You see, these misguided creatures start with the general conviction that they are immortal for all time, which explains the contempt of death and voluntary self devotion which are so common among them; and then it was impressed on them by their original lawgiver that they are all brothers, from the moment they are converted, and deny the gods of Greece, and worship the crucified sage, and live after his laws.
All this they take quite on faith, with the result that they despise all worldly goods alike, regarding them merely as common property.”
Lickorish concludes his defence of Jesus’ historicity with a quote by Professor F.F. Bruce, which states,
“Some writers may toy with the fancy of a ‘Christ-myth’, but they do not do so on the ground of historical evidence. The historicity of Christ is as axiomatic for an unbiased historian as the historicity of Julius Caesar. It is not historians who propagate the ‘Christ-myth’ theories.”
So while, in matters of the heart, believing that Jesus existed historically is usually secondary to the personal relationship we develop as Christians, it is important to have intellectual reasons for believing in the physical and historical existence of Jesus.