In one of his best known passages, A. Conan Doyle has his fictional detective Sherlock Holmes point out that the most curious aspect of a crime was the behavior of the dog. His interlocutor replies that the dog did nothing, and Holmes says that the non-action was itself the most interesting feature of the case. The same can be said about Jesus.
The single most important piece of information we have about Jesus from non-Christians sources is that he was almost unknown outside a very small group of followers in the first century. Although the Christian movement grew in the second century, it was still a fairly small cult, and Jesus only starts to show up in non-Christian literature towards the very end of the first century and in the second century, primarily as a response to the growth of Christianity. Only a few passages in non-Christian materials refer to Jesus.
Josephus, a Jewish historian writing in 93 AD, mentions Jesus in three places. He mentions James a brother of Jesus at one point and in a second passage mentions a group of followers of Christus whose leader Jesus was crucified during the reign of Tiberius under Pontius Pilate and who were particularly despised by Nero. This is solid evidence for the existence of Jesus and his crucifixion, and gives some insight into the origins of persecutions of Christians. The most important passage from Josephus is known as the Testimonium Flavianum. It states:
About this time there lived Jesus, a wise man, if indeed one ought to call him a man. For he was one who performed surprising deeds and was a teacher of such people as accept the truth gladly. He won over many Jews and many of the Greeks. He was the Christ. And when, upon the accusation of the principal men among us, Pilate had condemned him to a cross, those who had first come to love him did not cease. He appeared to them spending a third day restored to life, for the prophets of God had foretold these things and a thousand other marvels about him. And the tribe of the Christians, so called after him, has still to this day not disappeared. (Flavius Josephus, Antiquities of the Jews, 18.3)
Pliny, in the second century, mentions a group of followers of Christ and discusses some of their ceremonies. but adds no independent information about Jesus, only that early Christians believed him to be both an historical person and a god.
Tacitus, writing in the early second century, refers to Nero's persecutions of Christians and mention that they are a group that worships Jesus, a man crucified under Pilate.
Second century satirist Lucian includes Christians among the groups of superstitious peoples and strange cults he mocks in The Passing of Peregrinus but does not provide historical information about Jesus.