Claiming there is no proof of Jesus is about the same as claiming the Earth if flat. The existence of a man named Jesus around 4BC to 30AD has been established by more sources than most other historical facts we accept. There is no legitimate discussion to be had about his existence on this earth.
However, there are a couple of details that are still debated. While his teachings and goings-on are documented by plenty of non Christian texts, the existence of actual miracles are a bit more limited. The non Christian texts do mention some of them but with more of a question than a statement.
But the biggest area of question and doubt comes with the actual resurrection. Other texts confirm the claim but offer no proof. But the Bible states that not only was the tomb discovered as empty, but there were Roman guards protecting it when it was opened. The story they circulated was “Tell people, ‘His disciples came by night and stole him away while we were asleep.” (Matt 28:13)
While there is no extra Biblical evidence of this resurrection, there are a few circumstances that should cause any rational thinker to consider the options.
Many disciples claim he appeared then, but of course it could have all been a scam. However all but one of these disciples eventually died a very horrible death, never recanting their story. The only one who was not tortured was John who was exiled to an island.
In addition to the disciples was Saul. He was perhaps the most aggressive persecutor of the Church until he personally saw Jesus. This vision converted him to the most outspoken proponent of Christ. He eventually changed from his Hebrew name to his Greek name, Paul. He also was tortured and never recanted.
So while the story of the actual resurrection only appears in the Bible, the stories of Jesus’ life and the stories of his disciples after the resurrection do appear in multiple non Christian texts.
That may not be proof, but it should cause you to question. The odds of all these people dying torturous deaths holding on to a lie is not very likely at all.
For me, it takes more faith to believe they were tortured protecting a lie, than it does to believe their stories.