Citation needed, or clarification what you mean by "anyone substantially like him". Because I'd be very surprised if there wasn't a real person named Jesus who was really crucified at the roots of the proto-Christian movement -- I'd probably assign less that 5% chance that Jesus was completely fictional. (though of course many other elements, like the birth at Bethlehem are almost certainly fictitious)
There is absolutely no direct evidence that dates from the time Jesus supposedly lived that any such religious leader was born, lived or died except for one contemporary reference to a rabbi called Jesus with a brother called James. Given that Jesus was not supposed to be a rabbi, and that both Jesus and James were common names from the time, and that Jesus had several other brothers and sisters who were also named in the Bible multiplying the possibilities for a false positive substantially, this is very weak evidence.
Given that Jesus was supposedly a very noteworthy figure who died in a noteworthy way founding a major religion, the total absence of any historical record of him or anyone substantially resembling him would be very surprising if he was real.
Given that lack of evidence the most parsimonious explanation is just that Jesus is fictional. An alternative, unfalsifiable hypothesis is that someone existed who played a causal role in the founding of Christianity but that they were so boring they left no trace in history and hence bore very little resemblance to the figure described in the Bible.
"Very surprised", indeed. The thousands of first-century Christian martyrs would be very surprised, too at this unfortunate news from our PhilosophyTutor.
Not just the first century ones, I would say, but this is not evidence.
There is absolutely no direct evidence that dates from the time Jesus supposedly lived that any such religious leader was born,
There exist only two non-biblical pieces of evidence for the existence of Pontius Pilate -- and he was the damn Prefect of Judaea for Cthulhu's sake. How much "direct evidence" do you expect for a rather Jewish-cult-leader, one of possibly dozen such groups the time?
Given that Jesus was supposedly a very noteworthy figure who died in a noteworthy way founding a major religion,
So is it just his noteworthiness that...
To break up the awkward silence at the start of a recent Overcoming Bias meetup, I asked everyone present to tell their rationalist origin story - a key event or fact that played a role in their first beginning to aspire to rationality. This worked surprisingly well (and I would recommend it for future meetups).
I think I've already told enough of my own origin story on Overcoming Bias: how I was digging in my parents' yard as a kid and found a tarnished silver amulet inscribed with Bayes's Theorem, and how I wore it to bed that night and dreamed of a woman in white, holding an ancient leather-bound book called Judgment Under Uncertainty: Heuristics and Biases (eds. D. Kahneman, P. Slovic, and A. Tversky, 1982)... but there's no need to go into that again.
So, seriously... how did you originally go down that road?
Added: For some odd reason, many of the commenters here seem to have had a single experience in common - namely, at some point, encountering Overcoming Bias... But I'm especially interested in what it takes to get the transition started - crossing the first divide. This would be very valuable knowledge if it can be generalized. If that did happen at OB, please try to specify what was the crucial "Aha!" insight (down to the specific post if possible).