The Christian tale is not impossible, allowing for the supernatural, of course. It is just that it is very improbable. There are many natural explanations for why early Christians came to believe what they did.
If you wake up and can’t find your keys, is your first thought that a goblin stole them? If your spouse is late coming home from work, is your first thought that a demon has abducted him or her? If a storm ravages a city, is your first thought that a god acted in a fit of rage?
So if while you are visiting the local cemetery you happen upon an open grave, with the casket lid ajar, and the corpse missing, is your first thought that a zombie is somewhere loose nearby, eating a broiled fish sandwich with his former fishing buddies??
It’s possible, friends, but its just not probable.
Skeptics will never prove the Christian tale to be false, but we can very easily demonstrate its improbability.