Jesus Christ was Jewish. He came in fulfillment of Jewish law. He was of the House of David. As the kings of the Davidic lineage reigned and surrounded themselves with advisors, ministers, and prophets so did our spiritual King, Jesus, surround Himself with twelve Jewish men and countless disciples with whom He would work to spread His message. He expressly gave the keys to His earthly kingdom to Simon, who He renamed 'Peter', the rock on which He planned to build His earthly Church. He thus chose Peter, a sinner, as the first leader of His earthly Church. We see Peter's primacy again and again throughout the gospels and later letters and epistles. Peter is the only apostle to walk on water. Peter is frequently the one who speaks for the other apostles, indicating that they themselves regarded him as their leader. The examples are many, but the important point is this. If you are the CEO of a major corporation you don't leave and fail to designate someone else in charge while you are absent.
The chosen people to whom Jesus came rejected His message. After Jesus' death, the apostles debated among themselves whether or not they would remain Jewish or start another faith. And so, Christianity was born and spread to the Gentiles. The Gospels were believed to have been written down by followers of the apostles. Mark was a follower of Peter and author of one, while Luke the physician was a friend and traveling companion of St.Paul. The author of the Gospel according to Matthew is unspecified but believed to have had access to Mark's gospel. The Gospel according to John is believed to have been written by the apostle himself and edited by his followers. The New Testament Scriptures are made up of these Gospels as well as letters and epistles by St. Paul, St. Peter, St. James, and St. John, all apostles or followers of the apostles.
Over time the growing Christian communities came together to codify their Scriptures, beliefs, and faith into one established Church. Of this we see the birth of the Bible as compiled by St. Jerome and the transition of Eucharistic and worship services from private homes into building specifically for this purpose, Churches.
I trust that other posters will be able to flesh out the details more so than I have at this point. But rest assured, the Gospels and Scriptures were indeed present from the beginning.
God bless.