Gideon Mantell was a nineteenth century British paleontologist who discovered the fossilized bones of a huge dinosaur he named an "Iguanodon". Mantell's wife apparently discovered the bone pictured on the left (Source: Paper Dinosaurs 1824-1969) and Mantell, in his reconstruction, imagined this bone to be the dinosaur's horn and promptly placed it on the animal's nose (sketched here; illustrated here). However, further discoveries, later in the century, made it clear that Mantell's guess was wrong. The bone was not a horn but was instead its pointed thumb!
What if we are taking pieces of data and misapplying them? How will we be able to know? In the case of the Iguanodon, further discoveries corrected earlier reconstructions. Absent more discoveries ofst Historical Jesus data, how can we know where we are putting (good) data into the wrong place(s)? Another way of looking at the problem is to think of Historical Jesus research as a game of join the dots (apparently called "connect the dots" in the America) in which only a few of the dots have been given to us. What kind of distorted picture might we be painting with only some of the dots available?
I should clarify that I am not trying to say that we cannot know anything about the life and personality of Jesus. I am with scholars like E. P. Sanders in thinking that there is a reasonable amount that we can know about the historical Jesus. My point is that saying some things with reasonable confidence is not the same thing as being able to provide something approaching a complete picture. It is the unavoidable fact of studying ancient figures that our information will be partial and, worse, that the parts that we have will not always be the ones that would be most telling.