The passage reads as follows in Antiquities of the Jews 18.63-64:
"3.3 Now there was about this time Jesus, a wise man, if it be lawful to call him a man; for he was a doer of wonderful works, a teacher of such men as receive the truth with pleasure. He drew over to him both many of the Jews and many of the Gentiles. He was [the] Christ. And when Pilate, at the suggestion of the principal men amongst us, had condemned him to the cross, those that loved him at the first did not forsake him; for he appeared to them alive again the third day; as the divine prophets had foretold these and ten thousand other wonderful things concerning him. And the tribe of Christians, so named from him, are not extinct at this day."
In this book there is even writings on John the Baptist found in book 18, chapter 5, 2 and reads as follows:
"Now some of the Jews thought that the destruction of Herod's army came from God, and that very justly, as a punishment of what he did against John, that was called the Baptist: for Herod slew him, who was a good man, and commanded the Jews to exercise virtue, both as to righteousness towards one another, and piety towards God, and so to come to baptism; for that the washing [with water] would be acceptable to him, if they made use of it, not in order to the putting away [or the remission] of some sins [only], but for the purification of the body; supposing still that the soul was thoroughly purified beforehand by righteousness. Now when [many] others came in crowds about him, for they were very greatly moved [or pleased] by hearing his words, Herod, who feared lest the great influence John had over the people might put it into his power and inclination to raise a rebellion, (for they seemed ready to do any thing he should advise,) thought it best, by putting him to death, to prevent any mischief he might cause, and not bring himself into difficulties, by sparing a man who might make him repent of it when it would be too late. Accordingly he was sent a prisoner, out of Herod's suspicious temper, to Macherus, the castle I before mentioned, and was there put to death. Now the Jews had an opinion that the destruction of this army was sent as a punishment upon Herod, and a mark of God's displeasure to him.[19]"
Jesus is again mentioned in chapter 20 when reference is given to His brother James' stoning. Many scholars agree that Josephus' writings are accurate accounts of 1st century Isreal, but as with all things Jesus satan steps in and puts doubts in the hearts of men, causing them to state that all accounts are accurate, except those of Jesus.
But if Josephus' writings show that Jesus really did exist then how do we know that He will return?
" Let not your heart be troubled: ye believe in God, believe also in me. In my Father's house are many mansions: if it were not so, I would have told you. I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, there ye may be also." Joh 14:1-3
Firstly, this is promise made to His best friends, that they may go and proclaim it to the four ends of the earth. And we know that Jesus was without sin, so we know that this is not a false testimony that He made to this group of men that He loved so dearly.Secondly:
"And the high priest stood up in the midst, and asked Jesus, saying, Answerest thou nothing? what is it which these witness against thee? But he held his peace, and answered nothing. Again the high priest asked him, and said unto him, Art thou the Christ, the Son of the Blessed? And Jesus said, I am: and ye shall see the Son of man sitting on the right hand of power, and coming in the clouds of heaven." Mark 14:60-62
and: "But Jesus held his peace. And the high priest answered and said unto him, I adjure thee by the living God, that thou tell us whether thou be the Christ, the Son of God. Jesus saith unto him, Thou hast said: nevertheless I say unto you, Hereafter shall ye see the Son of man sitting on the right hand of power, and coming in the clouds of heaven."
Mat 26:63-64
These are sworn testimonies given by Jesus when He was on trial before the Jewish high priests. Jesus, in this manner, has therefore also testified to us that we can trust Him completely, and that He will return to receive us unto Him. We need to be steady and hold tight onto our faith. The road is narrow and the hill is steep, but we have strength in Him and direction through Him. On the day that we are reunited with Him, we will look back onto this world and see that all the perils we went through was but a small price for the amazing inheritance we received.