Evidence from the martyrdom of the Apostles. The historical record is strong in suggesting that Peter and James (at least) were put to death for their belief in a resurrected Jesus, which seems unlikely if they had made the whole thing up.
Couldn’t this apply to any other religion though?
Peter and James were eyewitnesses to the resurrected Jesus who apparently never recanted their faith before being put to death for it. This makes them different from later Christian and Muslim martyrs, who certainly had sincere beliefs, but based their faith on secondhand testimony.