I stumbled on a renown author and historical researcher, John Dominic Crossan [en.wikipedia.org] He was an Irish Catholic priest (former) who took up the historical time period of the time of 'Jesus.' He wrote numerous books, three of which I have. I also have a degree in European History including this time frame, so many of the things I have learned coincided with his works. He also used mis-translations of the bible to make his points one of which stated, as you said, very few were literate so history was passed down orally. One mis-translation concerned the word heard which was mis-translated into saw (to read). He did show the Romans had stone carvings of a man often surrounded by a group of followers. Still, no direct connection to the 'Christ' (not his name bu a title, can be made. Going through some of the Roman catacombs the symbol of the cross did not appear until the 3rd century CE. For me one item that can indicate objectivity is the use of BCE (before the common Era) instead of BC and ACE, often just BE (after the common era) instead of AD.

[en.wikipedia.org]

[coinweek.com]

If I were @Marionville I'd suggest the point is moot.

The historicity of a rabbi we call Jesus is as relevant as the lack of any evidence of Moses or Abraham in the context of a myth about superbeing creators of the universe.

Interestingly Josephus does write quite extensively, as do several other Roman and Jewish historians, about John the Baptist and his attempted political overthrow of Herod Antipas because of his adultery with his sister in law and half sister Herodias wife of Herod Archelaus, (NOT Philip as stated in the Gospels), for which he had divorced his first wife Phasaelis, the daughter of King Aretas IV of Nabatea, which almost lead to war, had not the Romans stepped in to calm things with the threat of over whelming force.
In none of these accounts is there any mention of John claiming to be the Herald of the Messiah, or of Jesus of Nazareth, because Herod's main reason for executing John the B was for blasphemy for declaring himself the promised Messiah of the Jews.
After the martyrdom of John his church continued for many years, before splintering, but even today a small faction of Mandaean Christian still still exist in Iraq worshiping John as the true christ and decrying Jesus as the great usurper.

I summarise your words: "I decided to think for myself.".

The entire Jesus thing is really crazy. Believers want so badly to claim they know the plan and also know how we got here and where we are going. For anyone to make these claims is the biggest lie on earth.

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There is no evidence at all about any of this and you have now found it to be so.

No one can prove Jesus ever existed.
All claims have been debunked.
In spite of all that, believers stubbornly insist their gods are real.