He didn't just give us a book. That would be closer to a Protestant heresy called sola scriptura, i.e. Bible alone. That's not historical either. Jesus never wrote a book himself, rather he established a church that has existed for 2000 years. Again, it's historical.

There are extrabiblical books of history that witness to the existence of Jesus and his followers as well. It's not just a religion based on a fairytale book.