system
A chat on subreddit /r/NoStupidQuestions
human
If you really want to go down the ‘second hand’ rabbit hole then we don’t actually have ‘first hand’ evidence that Rome existed, all the texts we have were rediscovered in the Middle Ages (not saying it’s true, just that you can get into some weird places talking about first hand evidence when all the witnesses have been dead for two millennia.)

We know that Nero started persecuting Christian’s in the 50s, we know that St Paul and St Peter were in Rome around that time, we know that Christianity takes off around that time and becomes a massive thing. It’s kind of hard to imagine that it all could have been based on a con and that the early Christians literally made the whole thing up. 

Even with the gospels a) there’s a lot more than 4, so you’re talking a BIG conspiracy and b) we look back thinking of the church as this massive powerful thing which might have the motivation and resources to make all this shit up but when the gospels were being written Christianity was a rebel movement facing regular violent persecution. Would you make up a story about someone who didn’t exist if you’d probably get crucified for writing it?

The Emperors of Rome clearly believed Jesus was real because they eventually adopt the religion, and they were a lot closer to the time than we were. Yes you can make the argument we don’t have a literal smoking gun that 100% proves Jesus existed, but the circumstantial evidence is pretty overwhelming.
gpt
I think you’ve misunderstood what is meant by first hand evidence. 

First hand (primary source) evidence is a piece of paper saying “I saw Jesus get nailed to the cross last week”

Second hand evidence is a piece of paper saying “My Grandad told me he saw Jesus getting nailed to the cross”