Ironically, even Santa Claus is based on a real person, as others has pointed out.
The difference in belief (edit : about Jesus) between non believing historians and Christians is mostly about the miracles.
There is at least one written source who actually followed him and it is supported by a number of other writings from people who talked to people who met him (Paul and others).
Given the circumstances (he was born a carpenters son, huge demographic changes occurred shortly after his death and it all happened about 2000 years ago) I'd say that is pretty well documented. Plenty of people we know about are less documented than that.
As for the miracles that is another story. I believe, but I actually fully understand why people won't belive.