Were the early Christians really persecuted?

Yes — but not in the way the popular picture imagines, and the honest history is more useful than the myth. For most of the first three centuries, in most places, Christians were not being actively hunted; persecution was usually episodic and local, and only three emperors (Decius, Valerian, and Diocletian) mounted anything like an empire-wide campaign. What made it deadly was that being a Christian was itself the charge — under Trajan's policy (c. 112) you were condemned not for a crime but for the name, and a pinch of incense would set you free.

The best evidence is hostile: Pliny, Tacitus, Lucian and Galen — none of them friends of the church — record the executions and the Christians' startling readiness to face them. And the earliest martyr accounts (Polycarp, the Scillitan martyrs, Lyons, Perpetua) are singled out even by sceptical specialists as sober and early — though some later stories are embroidered, and we should say so.

Does dying for a belief prove it true? Not by itself — people die for beliefs that turn out to be false, so martyrdom proves sincerity, not truth. What it rules out is cynical pretence: you do not face the beasts to keep up an act. Why these Christians were so sure belongs with the evidence for the resurrection, argued elsewhere.