Many people were not literate in those days. And surely most of his followers were not. He specifically sought out the poor, abused and down trodden. So likely they did not know how to write. In addition there were many ppl at the time claiming to be the Messiah. He would have probably faded into history had the Romans not made a martyr of him. Every one loves the underdog. The Romans probably didn't think about Jesus at all, they had whole roads lined with crucified ppl.
Another option is there may well have been stuff written about him that has not yet been found. Or has been lost to history. When it was decided to write an official Bible the books or gospels to go in it were hand picked. There were many, many books that were thrown out. After a couple centuries the Church Father's decided that these books were not only unworthy of being IN the bible but also sinful and they were destroyed.
