Of course they did. However, they were among the few that could read and write. And really, they had no interest in some Jewish peasant, one of many who were claiming to be Messiah in an area that didn't really matter.
Here's the problem. We have little written about 1st century Judaism at all. We have very little written about Jewish religious leaders. Why should we expect anyone to write about a figure you really made no impact during his time? He was just one more religious leader running around. And really, we have little written about people like him. Yet, we accept the others lived, such as John the Baptist.
The difference with Jesus is that his followers later made an impact. I propose this to be because they believed that he issued in the Kingdom of God.
The key point is quite simple, Jesus was a Jewish peasant and thus did not matter during that time. We have what is expected of him. And really, for others like Jesus, who we don't have information until after the fact, we don't even consider that they may not have existed.