Several ancient historians mention Jesus, including Tacticus and Josephus. Also, for some reason people tend to discount the bible as a historical text which parts of it certainly are.
There is the shroud of turin, which, IMO is pretty good proof.
However, the biggest problem is for some historians there isn’t enough smoking gun type of texts for them. This is because most of what Jesus did and where he lived happend in a remote area of the Roman Empire and Romans were know at the time to go into new areas and murder entire villiges and destroy pretty much everything.
So, basically most of of the life and ministry happened in the an area that is like the remote areas of Siberia today. Most of the notable historians of the day were Romans, most of them didn’t spend any time near Nazareth or anywhere where Jesus was during his ministry.
Anyway you look at it, it would be hard to believe that so many people ended up following some fictional person.