God explained how he created a small group of people called Jews. Then he said that a Messiah would come from THAT race of people, and no other. He gave many details of this Messiah's life and death (committed to writing, in the form of Prophesy -- hundreds and hundreds of years before Christs birth)
How the Messiah would be born in one particular town -- Bethlehem. How he would be a descendent of one particular family line -- David. Prophesies about WHEN He would walk the earth, WHEN He would die. HOW He would die, etc.
Then Jesus came along in exactly the right time and place and manner. He lived and did the very things that were prophesied about Him.
If Mauve the Cat had a similar plan to verify his existence, I might believe in him too!