Even ancient figures like Julius Caesar also had pretty much the same evidence, maybe not Polaroids, but pretty much everything else.
You are quite wrong. There are quite different depictions of Julius Caesar and of Abraham Lincoln. And none of these encapsulated the actual individual. They are mere portraits of parts of who they were at best, and at times quite inaccurate.
Jesus was no different. There is a specific Jesus of Nazareth, born in 1st century roman palestine, who gathered together many followers including twelve central disciples, taught, and ended up being exectuted for his actions. A generation or so later, some of his followers' followers decided that, rather than continue to use only orality as a medium for transmitting his stories and teachings, they would commit parts of it to writing. From these writings we can get a view of the historical Jesus that is better and more accurate than some historical depictions (e.g. the life of Apollonius of Tyana or probably the life of Euripides), perhaps as accurate as some (e.g. Socrates), and far less clear and accurate than many more. The disagreement among sources and the fact that these sources are shaped by more than just a desire to record Jesus' life mean that they can't be taken as "gospel truth" but it does not mean they are unusable.