There is actually little to no historical (in the academic sense, not the religious sense) evidence of the existence of a religious figure Jesus Christ.
Yes, there were probably Jesus, Josephs, Marys, and Xerxes running about. But the specific individual associated with the biblical claims was edited into history after the fact, or an outright forgery.
From Wikipedia:
Including the Gospels, there are no surviving historical accounts of Jesus written during his life or within three decades of his death. A great majority of biblical scholars accept the historical existence of Jesus.
You create myths after the fact. Just like Oh Henry and Paul Bunyan.