One line of reasoning I have heard that seems to really make sense, is that if things about Jesus were fabricated, if his apostles/disciples made up those things, then they wouldn't have died for it. Let's say you decide to start a religion with one of your friends and you are going to pretend your friend is the son of God and he ends up getting killed for it, would you then die for what you knew wasn't real?
It's an interesting point. I agree, I don't think they would have been willing to die if they knew they made him up. But the actual situation is a bit more complicated.
1. Who actually died, out of the ones who originally, personally followed Jesus and claimed to have witnessed his miracles? Did they die willingly or while shouting out, "No, I take it back, I'm sorry!" Back then all you had to do was disrespect a Roman ruler a little too much and you were history. Stephen got too worked up over his faith and the Jews were inflamed into stoning him on the spot. I don't believe we have good records of what actually happened to many of the first disciples, just the later orally-transmitted stories of the early Church, which contain lots of tales of martyrdom that first show up centuries later. We can barely even tell which references in the Gospels are to which apostles because their names keep changing, let alone do we know their life stories!
Sidenote: Rutherford didn't willingly go to jail, either. If he knew his writings were going to land him in the pokey, he would have never written that stuff.
2. Some people are just crazy. Marshall Applewhite made up his own UFO religion and then killed himself along with everyone else. Jim Jones did the same, but Applewhite actually had a companion who traveled with him until she died, and they were both devoted to the nonsense they worked out together.
3. Don't forget, many of us were prepared to die for our beliefs, and none of us ever saw Jesus, or knew someone who claimed to have seen him! We took the word of ancient writings, and the authority that came from generations of people before us who believed that the first generation of Christians saw him. When you stop and think about it, no generation, no link in the chain, derives strength from the total length of the chain; each link stands or falls on its own. So the number of people who believe is not material when none of them were claiming to be eyewitnesses except for the first ones.
As for the first ones, it's difficult to even know what the apostles taught, who claimed to know Jesus personally. Keep in mind that none of Jesus' personal acquintances probably wrote anything that we have today. No Gospels actually name their own authors; those names were assigned later in the nebulous early history of the Church. That means that whatever they believed and claimed to have witnessed could have mutated after they died or orally conveyed it to someone else.
One theory that is considered credible is that Jesus was originally a mythical figure based on the Jewish prophecies about the expected Messiah, and only later was given a body, a convenient birthplace, and other mortal aspects in re-tellings of the story. In this case, Jesus could have started out as an unseen savior (like Applewhite's comet UFO), and thus his earliest followers were not even required to believe that they or anyone else saw him. Only as the stories spread through an uneducated, illterate population did they turn into what we have today.
Considering that the general population of the modern world is about 1,000x more educated than they were, and we still have a need for sites like Snopes to debunk urban legends that circulate through our advanced computer networks thanks to our innate gullibility, it's not hard to imagine that random claims back then would spread like wildfire if they were appealing.
Why would the earliest apostles have been willing to be martyred if they were teaching about an unseen Jesus? First, see point 1, that we don't know how willing they were! Next, consider that many groups have been persecuted and killed for purely philosophical differences. The fact is, most beliefs evolve, they don't spring into being. The teachings about a Messiah came out of the most fertile ground imaginable, being at a time when the Jews wanted a deliverer and had lots of old writings to pore over in search of a hope for their future.
Over time, this could have evolved into what we call Christians. We can't assume that something definitely happened around 30 CE that created a new religion, as we have some of the earliest birth pangs of the church preserved in the NT, like the decision to start preaching to Gentiles, making this no longer a religion just for Jews -- and then the debate over whether Gentile Christians were beholden to the Mosaic Law. This process indicates an evolution of thought over time, not a sudden birth based on one influential man's teachings.