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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In this article Amy Mantravadi give a short but helpful summary of the differences in Lutheran and Reformed thought regarding assurance.
God has a hall ready for us, for us and for so many more
When the waters of anxiety and depression rise, there is One who understands.
Confession and absolution offer more than assurance, they gift real and genuine Divine promises.
How can he say it? How can he say that Christ is after all the entire meaning of life for him, and that death is no real worry?
God knows that when we face insurmountable odds in our moments of weakness, we are more likely to turn to him in trust and reliance.
We know that death does not have the last word in Christ.
The Lord has remembered to help his servant Israel, to fulfill his promises to Abraham and to his offspring forever, not mostly or mainly because of his mercy, but exclusively so.
We have to “remember” that God remembers us. He has not fallen away. For God to remember us means he is working for our good; a restoration.
Faith sees your neighbor not as a means to an end, not as a way to score points, but as an object of love: Christ's love and yours.
Jesus’s story in Luke 16 draws definitive attention to whom God helps — namely, God always comes close in order to help those who cannot help themselves.
It is of the utmost importance that pastors teach their congregation that through faith in Jesus Christ, they are fortified against the machinations of the adversary.