From Craig Keener of Asbury Theological Seminary:
Contrary to some circles on the Internet, very few scholars doubt that Jesus existed, preached and led a movement. Scholars' confidence has nothing to do with theology but much to do with historiographic common sense. What movement would make up a recent leader, executed by a Roman governor for treason, and then declare, "We're his followers"? If they wanted to commit suicide, there were simpler ways to do it.
One popular objection is that only Christians wrote anything about Jesus. This objection is neither entirely true nor does it reckon with the nature of ancient sources. It usually comes from people who have not worked much with ancient history. Only a small proportion of information from antiquity survives, yet it is often sufficient.
Logically, why would Jesus' followers make up a Jesus to live and die for? Why not glorify real founders (as movements normally did)? Why make up a leader and have him executed on a Roman cross? To follow one executed for treason was itself treason. To follow a crucified leader was to court persecution. Some people do give their lives for their beliefs, but for beliefs, not normally for what they know to be fabricated. Jesus' first movement would not have made up his execution or his existence. How much they actually remembered about him is a subject for a future post.
You can read the entire post here.