Did Jesus exist, and does god exist, are related, yet distinct questions.
Does god exist? is a completely transcendental question, and is beyond proof or experiences as legitimate proof. God may or may not exist, and you may believe or not believe god exists, but neither side can put forward any conclusive empirical proof.
As for Jesus, let's take Socrates, by way of example. Three possible contemporaries of Socrates wrote about him: Plato, Xenophon, and Aristophanes. Therefore, based on direct testimony from three sources we can reasonably say Socrates probably existed.
Jesus is more problematic. Most of what we know about Jesus is from scripture, written by Saul of Tarsus, or, St. Paul, who never knew Jesus, and wrote after his reported death. Other sources, such as Josephus, write about Jesus, but after the fact of Jesus' reported death, and based on secondary sources. So the existence of Jesus has more evidence than the existence of god, but less proof than the existence of Socrates.
All of this is well covered territory by historical scholars. Does god exist? Have to wait till the afterlife to find out. Did Socrates exist? It is likely. Did Jesus exist? It is legitimately debatable.