From A Collection of Unmitigated Pedantry, a longish article on the varieties of ancient evidence. The modern world is resplendent with all kinds of evidence, but the further back in time you go, the less and less there is. There is a physical reason for this, of course: things decay over time. And despite the efforts of historians and archaeologists, this is likely to remain so.

In any case, the kinds of evidence are these:

1. Literary Evidence: Long form written texts. We have these because effort was extended to make copies of them. What we have isn’t much (the entire Greek and Latin corpus fits in 523 volumes), and its unlikely to be added to. We can analyze it, but we can’t really improve upon it. There’s also epigraphy (words written on stone) and Papyrology (The Egyptians have a treasure trove of papyrus, because papyrus survives well in a desert climate, but these also have their difficulties.
2. Representational Evidence: Pictures and art. Can give you lots of interesting ideas, but without strong literary evidence to attach it to; it becomes harder to interpret effectively, or even to attach to the right moment. It shows, but it does not speak.
3. Archaelological Evidence: Stuff left behind. This is an exciting field, full of interesting info: but it also has its limitations. A quotation the author found worth putting in bold: “Most plagues, wars, famines, rulers, laws simply do not have archaeologically visible impacts, while social values, opinions, beliefs don’t leave archaeological evidence in any case.” That’s a really significant giveaway. A thing could happen, and be really important at the time, while leaving almost no trace of itself on the earth.
4. Comparative Evidence: AKA, making bald-faced guesses based on what we know. All of which depend heavily on what assumptions you bring to the question. This is why philosophical trends in academia matter; they shape how we view our own past, and hence ourselves. This is best used with one or more of the other forms of evidence.

That’s it. That’s what we have. The Past is a foreign country and the ports of entry are few.