"Why didn't Jesus ever write anything?"
He never thought he would have followers into the indefinite future. He didn't even think there was going to be a future except for "The kingdom of heaven" which was imminent.
"Why are there no letters to Jesus?"
Why write to him if you were following him?
"No painting of Jesus from that time? No busts or sculptures?"
Paintings and busts are made of historically important people which Jesus was not until the Christian church took control a couple hundred years later. Then they made plenty of paintings of him though none are likely to be realistic.
"How is it that Paul, a man who never met Jesus, became the founder of the Christian church?"
The same way Jesus got his followers. Through force of personality.
"Is Jesus a man turned legend? Or just a myth all together?"
Legend but not myth. These religions are always founded by a charismatic individual who makes a deep impression on his followers.