Conclusion: Jesus indeed had a virgin birth and therefore is capable of being The solution that God has provided for sin. Also see general arguments for the authenticity of the Bible.
The simplest extra-Biblical evidence is AD (Anno Domini - Year of our Lord) and BC (Before Christ) that we use for dates. These terms are proof that there was a person called Jesus Christ who had a great impact on the world of his day - exactly what the Bible says.
The Jewish historian Josephus mentions Jesus:-
"He [Ananias] convened a meeting of the Sanhedrin and brought before them a man named James, the brother of Jesus, who was called the Christ, and certain others. He accused them of having transgressed the law and delivered them up to be stoned." [Josephus, The Antiquities 20.200, Emphasis added]
No scholar has proven that this passage is fraudulent. It is unlikely that this passage is an insertion by a Christian (for it would be more laudatory of James in that case, since James was a prominent church leader).
Another reference of Josephus to Jesus is as follows:-
"About this time there lived Jesus, a wise man, if indeed one ought to call him a man. For he was one who wrought surprising feats 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. When Pilate, upon hearing him accused by men of the highest standing among us, had condemned him to be crucified, those who had in the first place come to love him did not give up their affection for him. On the third day he appeared to them restored to life, for the prophets of God had prophesied these and countless other marvelous things about him. And the tribe of Christians, so called after him, has still to this day not disappeared." [Josephus, The Antiquities, 18.63-64]
Since this passage is very explicit about Jesus' extraordinary nature, it has been hotly disputed. Skeptics claim that it has been inserted by a Christian. While it is doubtful that Josephus considered Jesus to be the Christ, or more than a man, or believed in the resurrection of Jesus, his calling of Jesus a "wise man" cannot be a Christian interpolation, since Christians think Jesus is much more than a wise man. Similarly, his mention of Jesus' condemnation at the hands of Pilate is unexceptional, and there is no reason to doubt it. Also note that in the first passage that I quoted, Josephus mentions "Jesus who is called Christ (the Anointed One)" without giving any explanation about who he is. This would make sense if Josephus had already described Jesus. This suggests that the second passage I've quoted, which occurs first in Josephus' writings indeed existed. The modern consensus among Jewish scholars is that this passage is genuine, with the more remarkable details such as "He was the Christ" being interpolated by Christian copiers. However, even this evaluation seems unnecessarily harsh because of skeptical bias. If there was interpolation, some details about when, where and by whom it was done would emerge, not to mention copies without the interpolation. Such evidence for interpolation is lacking. The strongest argument for interpolation is that if Josephus really believed that Jesus was the genuine, risen, Messiah, he wouldn't have remained a non-Christian. However, there are many who accept the facts about the Bible or Jesus Christ but are not willing to make a commitment because they cherish some idol too much.
Some skeptics dispute the authenticity of Josephus as a whole. Among the Romans, there were zealous enemies of Christianity - they would definitely pounce on Josephus' writings if they contained inflated claims about Christianity. But we know that they did not - Josephus' works were so well received by the Romans that he was enrolled a citizen of Rome, had a statue erected to his memory, and his writings were admitted into the Imperial Library. Thus, Josephus was authentic, and constitutes genuine extra-Biblical evidence for Jesus.
Rabbi Eliezer who lived in the first century:-
Rabbi Eliezer said, Balaam looked forth and saw that there was a man, born of woman, who should rise up and seek to make himself God, and to cause the whole world to go astray. Therefore God gave the power to the voice of Balaam that all the peoples of the world might hear, and thus he spoke. Give heed that ye go not astray after that man; for it is written, God is not man that he should lie. And if he says that he is God he is a liar, and he will deceive and say that he depart and comes again at the end. He says and he shall not perform (Joseph Klausner, Jesus of Nazareth, London: Collier-Macmillan, 1929, p. 34).
The Talmud (completed AD 500)
On the eve of Passover they hanged Yeshu (of Nazareth) and the herald went before him for forty days saying (Yeshu of Nazareth) is going to be stoned in that he hath practiced sorcery and beguiled and led astray Israel. Let everyone know aught in his defense come and plead for him. But they found naught in his defense and hanged him on the eve of Passover (The Babylonian Talmud, Sanhedrin 43a, "Eve of Passover").
The Roman historian, Tacitus says in 115 AD:
"Nero fastened the guilt and inflicted the most exquisite tortures on a class hated for their abominations, called Christians by the populace. Christus, from whom the name had origin, suffered the extreme penalty [that is, crucifixion] during the reign of Tiberius at the hands of one of our procurators, Pontius Pilatus, and a most mischievous superstition, thus checked for the moment, again broke out not only in Judea, the first source of the evil, but even in Rome" [Tacitus, Annals, 15.44, The Oxford Translation, Revised, p423]
Note that Tacitus is absolutely unsympathetic to Christianity, so one can't claim that this is the work of a Christian. The explicit mention of Christ is embarrassing to modern atheists, so some of them claim that that word is fudged (and thus the subject is someone else, not the Jesus of the Bible). But this fails to explain who this other leader is who suffered the ignoble fate of crucifixion and inspired a great following. The logical conclusion is that Jesus Christ is being referred to (and that his crucifixion did not prevent him from getting a following, because he rose again).
Another Roman, Pliny the Younger, says in AD 111:
"I have asked them if they are Christians, and if they admit it, I repeat the question a second and third time, with a warning of the punishment waiting them. If they persist, I order them to be led away for execution...they had met regularly before dawn on a fixed day to chant verses alternately among themselves in honor of Christ as if to a god..." [Pliny the Younger, Letters, 10.96, Loeb Classical Library. English translation by William Melmoth, revised by W M L Hutchinson, Vol 2, p403]
Lucian was a satirist in the second century:-
"...the man who was crucified in Palestine because he introduced his new cult into the world...furthermore the first lawgiver persuaded them that they are all brothers one of another after they have transgressed once for all by denying the Greek gods and by worshiping that crucified sophist himself and living under his laws" [Lucian, The Passing of Peregrinus, pp 12, 13. Loeb Classical Library. English translation by A H Harmon, p13, 15
Suetonius was a Roman historian writing at the end of the first century:-
"Since the Jews were continually making disturbances at the instigation of Chrestus, Claudius expelled them from Rome" [Suetonius, The Life of Claudius, 25.4]. This expulsion is alluded to in Acts 18:2.
The Letter Of Mara Bar-Serapion to his son (written after A.D. 73, now in the British Museum):
"What advantage did the Jews gain from executing their wise King? It was just after that their kingdom was abolished . . . . But Socrates did not die for good; he lived on in the teaching of Plato. Pythagoras did not die for good; he lived on in the statue of Hera. Nor did the wise King die for good; he lived on in the teaching which he had given."
Note that Jesus died in AD 32 and the Jews lost their kingdom in AD 70. Serapion must have been referring to Jesus as there is no one else who fits his description.
Other Roman writers testifying to the existence of Christianity in the first and second centuries and the persecution of Christians by the Roman authorities include Phlegon, Thallus, Martial, Juvenal, Porphyry, Marcus Antoninus and Epictetus. There are also references to Jesus in the Talmud and other Jewish writings. Encyclopedia Britannica comments on the situation:
"These independent accounts prove that in ancient times even the opponents of Christianity never doubted the historicity of Jesus, which was disputed for the first time and on inadequate grounds by several authors at the end of the 18th, during the 19th, and the beginning of the 20th centuries."
Thus, there is extra-Biblical evidence for Jesus Christ. The references to him are not many because there were many religious leaders in Jewish circles, and Roman historians didn't bother themselves with every little movement and sect among the Jews. During the earliest days of the church, the Romans thought that Christianity was a sect among the Jews (Acts 18:12-16). More about references to Jesus Christ
It is difficult for the human mind to fully understand what happens between the Persons of the Godhead. However, we know that Jesus was made sin on the cross (2 Corinthians 5:21) and that God does not tolerate sin (Habakkuk 1:13). Thus, there was some separation between Jesus the Son and God the Father, and Jesus was suffering at the hands of the Father (Isaiah 53:10). The resulting agony prompted this rhetorical question (Mark 15:34) from the Lord Jesus - rhetorical because he knew precisely what was going on (Mark 10:45, John 12:27).