That's prehistory. Everything we know about history comes from written accounts. Historians study written documents and argue whether or not the available evidence makes it more likely that something (or someone) was real or fiction.
Most historians agree that there was a Jewish man named Jesus (yehoshua), who preached in Judea and the Galilee in the early first century, who gained followers and was crucified by Rome. There are also historians who examine the same evidence and conclude it is more likely that no such person existed, because that's how academia works.