Almost all written sources from the first century are lost, destroyed, or missing, so we can't definitely say we know everything about the written sources. It's almost miraculous to have any written sources from the first century, or copies of them.
Jesus was a peasant from a backwater province in the Roman empire. People didn't write about peasants, foot soldiers, or obscure mystics in antiquity. They wrote about emperors, great generals, VIPs. There is almost no Roman or Greek literature written about peasants, farmers, or itinerate mystics.
Pagan historians who reference Jesus are Josephus and Tacitus.
The four Gospel testaments of Jesus were written independently of each other by educated Greek speakers.
Paul almost certainly met Peter and Jesus' brother James providing an additional line of evidence for the historicity of Jesus.
Collectively and all told, Jesus is probably the most well documented Palestinian Jew of antiquity in our surviving source material.