Direct evidence of Jesus contemporary from the time he supposedly lived probably does not exist.

The attributes ascribed to Jesus are often claimed to come from prior prophecies. It may be meaningful to establish the extent to which these prophecies were appropriated. It is often said for example that the prophecy which said that the Messiah would be from Nazareth said no such thing. It is also well-known that there are many instances where the gospels claim a prophecy was fulfilled...but where there is no evidence whatsoever of such a prophecy, even of prosaic prophecies such as Jesus riding on a donkey.

Further, there are prophecies that Jesus is said to have made in his lifetime which predicted events that happened immediately. That could mean genuine foreknowledge, or it could reflect prophecies written after the fact by the gospel writers, or they could be pure fiction.

Someone on these boards (I don't recall who) alerted me to the fact that at least some of the sayings attributed to Jesus exist in the works of Aesop, written centuries earlier. Of course that does not disprove Jesus, he could just be a plagiarist (or indeed, his followers could be). But it is the task of Christians who wish to prove a historical Jesus that there was someone of that name in the early 1st century AD who had a core body of original sayings, as opposed to say being an invention of several people who wished for a Messiah or who wished to appropriate money and food from the poor.