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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The Old Testament is a long, strange book that’s not easy for modern readers to understand. What is understandable, therefore, is that people can get lost and confused when studying it. Here are three common misconceptions about it.
God will give you more than you can handle. But he doesn’t leave you alone. Not at all.
Luther's response to Erasmus was not meant to be a polite contribution to an academic duel.
The reason the mind is endlessly troubled about God predestining everything is the vague generalization. Generalizations are cold as ice, without the warm Christ.
Instead of providing a way out, the LORD gave Elijah a way through, which included the calling of Elisha as his apprentice.
The baptized, those rescued and redeemed by God’s grace alone through faith in Jesus Christ alone, are given an entirely new life to live, an entirely new way to walk.
Jesus promises more than a disembodied “spiritual” existence after death. He has promised to raise our perishable, mortal bodies to immortality.
It isn’t that God struggles to believe our repeated cries of “wolf.” Rather, we struggle to believe God when he repeatedly comes to us with forgiveness and mercy on his lips.
The Psalms aren’t the clandestine successes of a faithful soul, but are the journaled hopes of a desperate soul — of one teetering on the edge of oblivion.
We are not saved by the success of our refining process. We are saved precisely because our impurities, no matter what the percentage, ruin the whole thing.
Luther’s allies and opponents also would not allow him to put off responding to Erasmus indefinitely. They badgered him constantly to write a response.
The Church is where God has instituted the office of the preacher of the gospel. And if you are let-down, the gospel is what you need to hear.