Josephus does not tell us that Christianity is true, and Christians do not need Josephus to tell them that Christ is risen. But Christianity makes claims about things that happened in public history under identifiable rulers, priests, and governors. For that reason, testimony from outside the church matters.
The student of Scripture should always have a map open next to their Bible as they read. If possible, they should also travel to Israel, not to make a pilgrimage, but to see the context of the land in which these stories took place. These are not fairy tales made up about fictional fantasy lands; these are stories about real people in real places interacting with a real God.
The word of assurance given to Moses at Sinai echoes through eternity on the lips of the Savior, untroubling troubled souls with the good news that there is one who walks the paths of life with you, and soon he’s coming to bring you to himself.

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I heartily sympathize with you and earnestly pray our Lord Jesus Christ to strengthen you and give you a cheerful heart. I should like to know, and am making diligent inquiries to find out, what your trouble may be or what has caused your breakdown.
We will look at the command to love, in the Law of God. Innumerable, endless, are the books and doctrines produced for the direction of man's conduct. And there is still no limit to the making of books and laws.
You have heard that after his sufferings and death Christ our Lord arose from the dead and entered upon, and was enthroned in, an immortal existence.
Paul describes this faith in most significant words, namely, when we cry Abba! Father! For in the spirit of fear it is not possible to cry, for we can scarcely open our mouth or mumble.
I have often stated above and elsewhere that it pleases me greatly and is salutary for us to hear of the weaknesses of the saints, for these examples of weakness are more necessary for us and bring more consolation than the examples of that heroic and very great fortitude and other virtues.
The thing seems incredible, and I would not have believed it myself, nor have understood Paul’s words here, had I not witnessed it with my own eyes and experienced it.
You say: Since forgiveness depends on faith alone, why must one nonetheless do good works? Answer: If faith is of the true sort, it cannot be without good works, just as no good work can be where unbelief dwells.