The fact that Jesus spans the three Abrahamic religions gives weight to at least the idea that some fella named/described as Jesus existed. Also to Muhummad, Noah, Isaac, Ishmael, Abraham and Shem, at least. I'm sure there's more but my knowledge is limited.
Jesus isn't personally mentioned in the Jewish faith, there is mention of a messiah but not Christ himself. In fact the nativity is generally considered a bit of fiction required to link Christs birth to the messiah.
As to the link to Islam, well obviously, as Islam was invented 400 years after the creation of Christianity in the same part of the world and is built on the other two Abrahamic faiths.
As to who actually existed. Mohammed almost definately. Jesus most probably. The rest? Unlikely.