We have the writings of the 'Christians' claiming this person actually lived to validate their beliefs and religious fervour. Obviously an academic historian would say there is bias and a vested interest before you start looking for provenance of those writings.
Then we have Tacitus who describes Nero blaming the Christians for burning Rome and Christus receiving the extreme penalty during the reign of Tiberius. That's it apart from Josephus talking about the existence of Christians. Tacitus wrote about sixty years after Jesus supposedly lived. He apparently had access to the Senate records but there is no proof of that. It's like someone trying to write an accurate account of WWII now. Very difficult. My parents were children during that war and they are dead. Who did he talk to about this Jesus? They didn't have the kind of records a historian could use now.
There has been a long tradition of creating a mythical hero for an actual time period and series of events. For example Aeneas, described in Homer and Virgil became the founder of Rome, the first true Roman after fleeing from the destruction of Troy.
Was he real, did he live? We have found the ruins of Troy and Rome remains today. Homer and Virgil wrote about him. The clues are all there. He was the the son of a Trojan prince and the goddess Venus/ Aphrodite. The context of his story; Cyclops and Sirens, gods and goddesses in Homer. In Virgil he is an ancestor of Romulus and Remus, babies raised by wolves.
Do the same with Jesus. Born of a god and a virgin. The Bible context of miracles, talking animals, giants and demons.
Who do I think Jesus was? Probably a conglomeration of Jewish messiahs. Preachers who had the messiah complex and wanted to save their people from the Roman occupation. Pieces of different stories mixed together and validated with real events, places and people just as all good legends are.