In the scope of this site, it’s not possible to go too deeply into historical research in a single post but we can give the flavour of things formerly hidden from us when we were JWs.
Like most things, Christianity evolved.
It has unseen roots but many visible branches, 40,000 is the often quoted number! There never was a moment when it arrived fully formed in the middle of the first century. Its roots in folk mysteries were deliberately concealed by fourth and fifth century Christian leaders. The genuine Pauline scriptures (those actually written by Paul) from that first century, seemed not to know much about Jesus yet it was Paul, the Romanised Jew, convert, fanatic and visionary who got the christianity ball rolling. The Jesus story became central in the second century and Bible texts were compiled into the Catholic canon in the fourth. Thereafter it was continually edited, refined and altered by copyists and by rabid apologists like the fawning historian Eusebius right up to the time of the early medieval monastic scribes.
Christianity was drawn from an existing folk tradition of semi divine saviours, all of whom were miraculous healers, teachers, and miracle workers. It is most telling from critical-textual examination that Jesus‘ name was a latecomer to the story, as indeed was the idea of “Christ” which in all the earliest copies of texts, later incorporated into the Bible, used instead the term chrest not christ which meant “good”. This was the traditional description for the god-man hero but later substituted by the Greek word christ meaning anointed. In the god-man tradition and in proto-christianity, the saviour figure was usually called ”the Lord.” (Do read The Shepherd of Hermas for a taste of of early christianity -- available on the internet, note the absence of "Jesus" and "Christ" in the text).
The new cult of Christianity deliberately distanced itself from the older traditions. Tellingly it specially noted the time when it first used the name “Christian” (Acts 11;26) i.e. not chrest but Christ followers. It had borrowed the literary framework and the story lines from what was later condemned as paganism but had changed key words and names, therefore keeping the saviour myths alive but clothed anew and in a fresh binding as it were. There are Koine Greek Bible texts extant which show the spelling alterations from chrest to christ, these have been known for a couple of centuries but so far have received little publicity. What! show the Bible to be fallible. . .
Unlike factual evidence, ideas and beliefs begin small like rivulets feeding into a stream, by popular consent they gain body and momentum, and eventually become a river. The wonder of written text meant being able to fix this flow of ideas and spoken word into a history for others to read. For the illiterate, hand written accounts read to them would have seemed, because of their exclusivity, to be almost sacred in nature -- and engraving words in stone would have been mystically potent! Sadly it took right up the period of the Enlightenment in late 18th century France to disabuse the masses of this notion.
So just because something is written down or called "sacred" does not carry with it any proof whatsoever of its truthfulness.