Of course, in the Christian religion, they're going to advocate for the resurrection of Jesus, the focal point of the religion. This qualifies, I think, as a claim to the supernatural, because dead things don't come back to life naturally.
The evidence in that case is wide and varied, but there is what some have come to call the minimal facts of this matter, those being facts of history that every historian agrees on. When I say "every," I mean as far as I have ever come across, there's not a single serious historian that denies one of these, no matter their religious worldview.....and many of them, it should be noted, are not religious and would deny anything supernatural as ardently as anyone. The reason why they coherently affirm these is because there is nothing inherently supernatural about them.
First, that a first century rabbi from the Nazareth region of Judea named Jesus (I mean....that wasn't his name, but that's how it's been transliterated by this point) was crucified by Roman soldiers. Second, his body was buried by a member of the Jewish Sanhedrin court, a guy named Joseph of Arimethea (again, his name wasn't actually Joseph). Third, that the tomb was discovered empty a couple of days after his burial. Fourth, that his followers suddenly and sincerely came to believe their rabbi had come back to life.
There's a lot more historical facts surrounding the resurrection story that have wide agreement, but these are just the universally agreed-upon ones. Note again, nothing about any of them means anything supernatural actually happened. To that point, different theories--about 7 that I know of( though I can't list them all from memory)--have been put forward in an effort to best explain those 4 facts. Some of them are the conspiracy theory, i.e., the disciples lied and made the whole thing up...the swoon theory, i.e., Jesus never actually died, the Romans believed him to be dead but failed to complete the job, and later he was able to get up and walk around, etc.....the hallucination theory, i.e., his followers sincerely believed they saw their dead rabbi, but hallucinated the whole thing....the legendary theory, i.e., the disciples made no such claims about a resurrected messiah and these claims were added later in history, or, someone invented a legend about it. There's a few more I don't remember. And of course finally there would be the resurrection theory, which is what Christians believe.
In this case the 4 minimal facts would be the evidence. Explaining that evidence is a different matter, and obviously people draw different conclusions from it.
