Jesus did not use his (superhuman) skills to prove the existence of either God or immortality of soul. Further, he did not answer direct, important questions put to him (Mathew 21:23-27; Luke 22:70 …), and most importantly never defined ego—the root cause of all problems …
However, Einstein, whose business was not spirituality, still defined ego as “optical illusion of consciousness.” This definition helps a lot because when one internalizes the idea that ego is only an illusion, he knows how to effectively deal with it.