People believe only when something is written. Why do you believe in the Vedas? Why do you believe in the Bible? Why do you believe in the Geeta? It is a written document, ancient, of great prestige. What else is there? Just a great tradition supporting it.
If there had been no written record of Jesus, you would have forgotten all about Jesus. There have been many teachers and Masters of the capacity of Jesus, of the same calibre, but you don't even know their names.
In India, when Buddha existed and Mahavira was alive, there were many more teachers, at least six of the same calibre, of the same status, but you will not even know their names.
One of them was Prakuta Katyiaena, a rare gem. But he insisted that his words should not be written so that no tradition arise after him. Certainly his words were not written; no tradition has arisen, but people have completely forgotten even his name.
There was another great teacher, Buddha's contemporary, Purnakashyapa, but because no scriptures exist - they were written, but destroyed by the organized religion in India - nobody, knows anything about him.
People believe in the written word. People believe too much in their eyes. One should believe only in one's own experience. Nothing else should become a substitute, otherwise you start going false.
-Rajneesh