Always there have been real followers of Jesus who only worshipped his One God, the God of Israel. Many centuries they worked and preached behind closed doors, avoiding persecution and death on the balefire. In fear of the stake for centuries the real followers of God baptised people in their faith, not demanding to be part of one or another church but being part of the Body of Christ.
Often a lot of people do not know to differentiate between Christendom, Christianity, religiosity and even limit religiousness to Christians, forgetting that there are many other religious groups who have all sorts of worship.
For matters that happened in the first century of our common era historians of the first century like Tacitus, Josephus and later ancient writers like Africanus provided enough material to go and further Alexandrian manuscripts, findings from the Qumram caves and research from contemporary archaeologists and historians like Blomberg, Henry, Scott, Tabor, Droge, Ramsay, Samuelsson and many others.