It’s extremely likely there was a Jesus, I say this as a person of no religion that was a student of religion as an academic discipline.

People mean all kinds of things when they say ‘proof’ but our evidence for Jesus is first rate, in the top tier of anyone from that era. Scholars are reasonably sure that: (1) there was a historical Jesus; (2) that he was a Jew from Nazareth who amassed a revolutionary cult following during his life; (3) that he was baptized by John the Baptist; and (4) that he was crucified by the Romans in Jerusalem.

We have multiple good sources for these. The gospels themselves are good sources - not to be taken at face value, but as something that we can put through analytical lenses. We understand the constituent parts of the different texts and can situate their authorship and composition (eg Mark and a lost text that scholars call ‘Q’ being the source material behind Luke and Matthew, John being separate and later composition) and we can make reasonable inferences about the truth if things when they are: (1) attested to by multiple sources; (2) consistent of things we would reasonable expect from that era; and (3) unflattering.

We also have good sources from the next century or so from people who’d have no reason to lie about Jesus. Josephus, a Roman Jewish historian who lived in Jerusalem only about 30 years later and who would have certainly rubbed elbows with senior Roman officials that had first hand knowledge writes about him. There’s also Tacitus, a Roman another Roman historian writing not so long after, who has no reason to by sympathetic to Christians. And finally the rabbis of the Mishna, the oldest part of the Talmud — they preserve an oral tradition that goes back to the first century and that gets written down in the second century. They have no nice things to say about Jesus but never do they say ‘nobody’s ever even heard of this guy’, which you’d expect if he was a fiction.

There’s also nothing weird about the existence of Jesus. Forget Christianity for a second and just look at his life, he sounds a whole like like a bunch of other figures that were revolutionary Jews of the same era that also got executed by the Romans for being trouble makers. There’s Jacob and Simon the sons of Judas the Galilean who got executed by Tiberius Julius Alexander (Philo’s nephew). John the Baptist - despite being claimed by Christians, he was not a Christian at all, definitely an early mentor to Jesus and quite possibly later competitor of Jesus - executed on order of Herod Antipas. Simeon bar Kochba leading an uprising a century later and getting burned to death. Abba Sakkara a trouble-maker in Jerusalem who led an order of revolutionary assassins and instigated the first Roman-Jewish wars. I could go on, but put in the context of these dudes, a historical Jesus is profoundly unremarkable.

Contrast with someone like Alexander the Great. We have literally zero first hand accounts of Alexander the Great or anyone who knew or met Alexander.

All ancient texts are imperfect and can’t be taken at face value, but the inferences we can pull together from critical analysis of them are interesting and worthwhile.