Jesus was Jewish and he believed in the Jewish God; he accepted the Jewish law; he practiced Jewish customs; and he gathered Jewish disciples and gave them his Jewish interpretation of the Jewish scriptures. I think Jesus may have had a distinct understanding of Judaism and may have wanted to reform Judaism, but he had no conception at all of the start of a new religion—let alone a religion that was based on his death and resurrection. 

Jerry Coyne wonders why atheists are so scared of a historical Jesus: