I suppose that this question is actually wondering about whether proof exists that Jesus Christ existed as a physical human being on planet Earth. There's no doubt that Christianity and Christians have existed since the first century CE. We have plenty of non-biblical evidence that shows that the Romans were having to figure out how to deal with this new religious sect. For example, Roman emperor Nero blamed the horrific fire that broke out in Rome in 64 CE on the Christians. Letters exchanged between Pliny the Younger and the emperor Trajan also show without doubt that Christians were alive and well on this planet.
As for the actual, physical, historical presence on planet Earth of a person named Jesus Christ that is a far more controversial subject. Most of our evidence for an actual historical Jesus comes from the authors whose works have been collected in the Bible. Because modern people sometimes regard these authors as heavily biased, they reject the possibility of an actual, historical Jesus.
Outside of biblical sources, we do find a few references in "pagan" sources to Jesus (e.g., in the Roman historian Tacitus), but because this evidence is so sparse, nay-sayers also tend to discount it.
I would say that there's no compelling reason for us to doubt the existence of an actual historical Jesus, who lived in the early first century CE. The obvious issues, though, regarding his birth as the son of God from the Virgin Mary and his resurrection from the dead are aspects of his life that we cannot scientifically verify given the current state of our evidence. Perhaps that is why it's called the Christian faith, and not the Christian fact.