I talked about this in an earlier thread. With Islam, you have to take Muhammad's word for it that he was touched by an angel. Same with Mormonism and Joseph Smith. With Christianity, you have a pre-crucifixion story where Jesus is supposed to have performed miracles in public. Did these miracles happen? The disciples, at least, are convinced by them, and that's why we find them dropping their nets and following. You also have Jesus making remarkable claims about himself. Trilemma considerations come into play here. Even if there are possible alternatives to liar, lunatic, or Lord, are the plausible ones? Then, you have the death and resurrection events, again, a public execution, and a resurrection claimed to have been seen by lots of people. Hallucination? Theft? Swoon? Wrong tomb? Evil twin? What happened? And then you have such things as the preaching of Peter and the missionary journeys of Paul. With the missionary journeys you have a story of a series of encounters with government officials in those localities, and at least the facts about local government have been verified by archaeology. So what was Paul doing that got him hauled up before government officials on a regular basis? Just preaching peace and love, brother? The Book of Acts says that there were miracles at this stage, too. And then he appeals to Caesar, when failure to do so would have gotten him released?
If you can understand the psychology of Muhammad or Joseph Smith, and that seems easy to do, more so for Smith than for Muhammad, then you can see how those religions started. With the founding of Christianity you have a long public history involving lots of kinds of people. There are no far-fetched theories designed to avoid the conclusion that Smith and Muhammad were true prophets.
In Islam and in Mormonism, you have those religions forming a government around their leaders. Muhammad goes military, and the Mormons move out to Utah and set up territorial government run their way. Christianity expands with no help from the government until 313 and Constantine.
So I think the founding of Christianity is far more difficult to explain than Mormonism or Islam.