Jesus was mentioned in the Vedic literatures
more than 3000+ years before he appeared.
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In the book called Bhavishya Purana there's a very nice and concise overview of the mission and mood of Jesus the Son of God.
We have clear written evidence from the ancient scriptures of India, written down more than five thousand years ago by the great sage Srila Krishna Dvarpayana Veda Vyasa that the coming of Christ (The Son of God) was a genuine incident where the Lord sent His pure devotee to perform a particular function among a particular group of people in a particular tract of land.

Let me include it here for your pleasure:

In Bhavishya Purana He is referred to specifically as Isha Putra - "the Son of God."

In the following excerpt from a lecture of our Founder Acarya Srila A.C. Bhaktivedanta Swami Prabhupada he clearly points out how the Lord sends His partial expansion in the form of empowered being for functionary aspects of fulfilling His works. These empowered beings in the Sanskrit language of India are termed saktyavesha avataras.
"Lord Buddha, Jesus Christ, they are counted as saktyavesha avataras. They are also incarnations of saktyavesha, powerful, in this way the Supreme Lord manifest all over the universes." (A.C. Bhaktivedanta Swami Prabhupada. 1966. Chaitanya Charitamrta lecture. New York.)

Previously when they appeared They did so swith and for a set purpose. Even prior to their appearance in this world Their clear task was already set out. Actually They were not of this world, but are spiritual beings empowered by the Supreme Personality of Godhead to come to this world to fulfil His mission. As we know Lord Buddha came to stop the people from their animal slaughter and to teach the compassionate path. Their appearance in this world was not of some sectarian, conquestrian mission unlike some of their latter day "followers". They appeared at a particular place at a particular time and under specific circumstances that allowed the people of the day to accept their mission as meaningful. It was part of the overall plan to re-instill and spread God consciousness, to the masses who were/are in so much need of it.

From SRI BHAVISHYA PURANA. Pratisarga parva, Chaturyuga Khanda Dvitiyadhyayah, 19th Chapter. (text 20 onwards).

Ruling over the Aryans was a king called Salivahana, the grandson of Vikramaditya, who occupied the throne of his father. He defeated the Sakas who were very difficult to subdue, the Cinas, the people from Tittiri and Bahikaus who could assume any form at will. He also defeated the people from Rome and the descendants of Khuru, who were deceitful and wicked. He punished them severely and took their wealth. Salivahana thus established the boundaries dividing the separate countries of the Mlecchas and the Aryans. In this way Sindusthan came to to be known as the greatest country. That personality appointed the abode of the Mlecchas beyond the Sindhu river and to the west.

ekadaa tu shakadhisho
himatungari samaayayau
hunadeshasya madhye vai
giristhan purusam shubhano
dadarsha balaram raajaa
Once upon a time the subduer of the Sakas went towards Himatunga and in the middle of the Huna country (Hunadesh - the area near Manasa Sarovara or Kailash mountain in Western Tibet), the powerful king saw an auspicious man who was living on a mountain. The man's complexion was golden and his clothes were white. (Bhavishya Purana 19:22.)
ko bharam iti tam praaha
su hovacha mudanvitah
iishaa purtagm maam viddhi
kumaarigarbha sambhavam
"The king asked, 'Who are you sir?' 'You should know that I am Isha Putra, the Son of God'. he replied blissfully, and 'am born of a virgin.' "(Bhavishya Purana 19:23.)

mleccha dharmasya vaktaram
satyavata paraayanam
iti srutva nrpa praaha
dharmah ko bhavato matah
" 'I am the expounder of the religion of the Mlecchas and I strictly adhere to the Absolute Truth.' Hearing this the king enquired, 'What are religious principles according to you opinion?' "(Bhavishya Purana 19:24.)
shruto vaaca maharaja
prapte satyasya amkshaye
nirmaaryaade mlechadesh
mahiso 'ham samaagatah
"Hearing this questions of Salivahara, Isha putra said, 'O king, when the destruction of the truth occurred, I, Masiha the prophet, came to this country of degraded people where there are no rules and regulations. Finding that fearful irreligious condition of the barbarians spreading from Mleccha-Desha, I have taken to prophethood'." (Bhavishya Purana 19:25-26.)
mlecchasa sthaapito dharmo
mayaa tacchrnu bhuupate
maanasam nirmalam krtva
malam dehe subhaasbham
naiganam apamasthaya
japeta nirmalam param
nyayena satyavacasaa
manasyai kena manavah

dhyayena pujayedisham
suurya-mandala-samsthitam
acaloyam prabhuh sakshat-
athaa suuryacalah sada

"Please hear Oh king which religious principles I have established among the mlecchas. The living entity is subject to good and bad contaminations. The mind should be purified by taking recourse of proper conduct and performance of japa. By chanting the holy names one attains the highest purity. Just as the immovable sun attracts, from all directions, the elements of all living beings, the Lord of the solar region, who is fixed and all-attractive, attracts the hearts of all living creatures. Thus by following rules, speaking truthful words, by mental harmony and by meditation, Oh descendant of Manu, one should worship that immovable Lord'." (Bhavishya Purana 19:27-30.)
isha muurtirt-dradi praptaa
nityashuddha sivamkari
ishamasihah iti ca
mama nama pratishthitam
"Having placed the eternally pure and auspicious form of the Supreme Lord in my heart, O protector of the earth planet, I preached these principles through the Mlecchas' own faith and thus my name became 'isha-masiha' (Jesus the Messiah)." (Bhavishya Purana 19:31.)
iti shrutra sa bhuupale
natraa tam mlecchapujaam
sthaapayaamaasa tam tutra
mlecchasthaane hi daarune
"After hearing these words and paying obeisances to that person who is worshipped by the wicked, the king humbly requested him to stay there in the dreadful land of Mlecchas." (Bhavishya Purana 19:32.)
svaraajyam praaptavaan raajaa
hayamedhan cikirat
rajyam krtva sa sasthyabdam
svarga lokamu paayayau
"King Salivahara, after leaving his kingdom performed an asvamedha yajna and after ruling for sixty years, went to heaven. Now please hear what happened when the king went to svargaloka." (Bhavishya Purana 19:33.)
Thus ends the second chapter entitled, "the age of Salivahara" of the story of Kali Yuga of the Caturyuga Khanda also called pratisarga-parva of the wonderful Bhavishya Maha Purana.

The following Sanskrit verses are taken directly from the Srimad Bhagavatam of Srila Vyasadeva, the original spiritual master, to support that what we are saying is coming from authorised the word of God that Bhavishya Purana is an authorised book written by Srila Vyasadeva.

brahmam padmam vaisnavam ca
saivam laingam sa-garudam
naradiyam bhagavatam
agneyam skanda-samhnitam
bhavisyam brahma-vaivartam
markandeyam sa-vamanam
varaham matsyam kaurmam ca
brahmandakhyam iti tri-sat
These verses taken from Maha Bhagavata Purana (Srimad Bhagavatam 12:7:23-24) list the eighteen major Puranas that were written by Srila Vyasadeva in His own words. Please note that on the fifth line Bhavishya is mentioned as one of these authorised works.
As we know from reading Srimad Bhagavatam, Srila Vyasadeva was instructed by his Spiritual Master, Srila Narad Muni to compile Srimad Bhagavatam after Srila Vyasadeva had completed all of his other works, thus we find it included in the verses mentioned in the Bhagavatam. The Bhagavatam itself mentions that it was complied after the disappearance of Lord Sri Krsna to His own abode, (S.B.1:1:23. and S.B.1:3:43), just prior to the Kali Yuga which is estimated by Vaisnava scholars as being some five thousand years ago, (A.C. Bhaktivedanta Swami Prabhupada. S.B 1.3.24 purport.) 3000 B.C. Even mundane western scholars and Indologists who try to deride the Vedic scriptures, and their conclusions agree that they preceded the appearance of Christ by several thousand years.

We can safely say that these scriptures were all compiled and written before five thousand years ago by the literary incarnation of Godhead, Srila Vedavyasa. The above verses are also supported in the Varaha Purana, Siva Purana and Matsya Purana, so we can conclude that this incident found in Bhavishya Purana is definitely an authorised source of information.

Paritranaya sadhunam
vinashaya ca duskrtam
Much time has passed since these words were spoken, and many deceitful men, and women whose ambitions stood foremost in their lives tried their level best to set themselves up as 'god', or 'his chosen representative'. All to be short lived by all devouring Time.
Sadly much of the original theology and theosophy of the early church of Christ, like so many other great saintly teachers, and prophets has been adjusted to the point of in some cases obscurity.

We thus treasure the Bhavishya Purana, and other Vedic literatures for having withstood the test of time, and the adulterers being guarded in its original Sanskrit texts by a chain of dedicated masters and disciples throughout the ages.
How this scripture's decent has been protectively passed down through time has been captured in the example of the collecting of delicate and ripe mangoes from the tree.
The procedure is that at many places along the trunk of the tree dedicated and careful persons will be employed and thus poised. As the ripened mango fruit is picked it is carefully passed from one person to the next. Each one careful not to add anything that may change or spoil the fruit, and taking nothing away that will diminish its effect of satisfaction. Finally the unadulterated mango finds its way to where it can be stored and distributed for the price known only to those who can afford it.

It is utopian to think that everyone will take to or fully appreciate such a splendid fruit, as it is foolishness to expect common men to know the worth of a diamond, or swine to appreciate pearls.

The tendency for immature, uneducated and narrow minded persons is to think so ethnocentricly. Children do it all the time, "My father is better than yours!"
But looking maturely at the big picture with the use of the analogy of the Sun, one may get a more conclusive understanding. The one Sun that we see in our skies is universally appreciated and beneficial to all. In our individual or particular lands we call the Sun by different names according to our particular culture, and language of that place. In Australia the Aboriginals call it Rakumba; the Maori of New Zealand call the same Sun Ra; in England the Sun is referred to as Sun; in France Sole; in India either Ravi or Surya and so on. Is it not the same Sun???

In the same way The Absolute Truth (Brahman), The Supreme Being, The Infinite Intelligence, The Almighty Lord (YAHWEH, Jehovah), The Great One (Allah), The Enlightened or Learned One (Buddha), The Reservoir Of All Pleasure (Rama), The All Attractive One (Krishna) etc., etc., are all descriptive names for the same Supreme Being - God. What then is the difference if I say Sun or Surya? The distinctiveness of the name is only applicable to the region in which it is used, and the individual function attributed by it or to it. Are we not talking of the same? Is not our attention and appreciation attracted to the same qualities?

Still there will always be those who will not accept what we say, as there will always be those who will not accept me, as there will be those that will not accept you.

In this presentation we are not trying to wedge the philosophy of Krishna consciousness firmly up anyone's nose, rather we are trying to broaden the vision of those who may not be aware of fundamental background information that could and hopefully would change the perspective to viewing the broader picture.

More than this we cannot say.......except there are those also that do not accept Lord Sri Krishna or Yahweh, Allah, etc., to be the Supreme Personality of Godhead, the orchestrator of this Divine master plan, and it wouldn't matter what we called Him. Also as they say sometimes in India....... "The dogs on the road may bark, yet still the caravan goes by!"