The short version would be that People Make Shit Up. It’s really that simple. If someone came back to life and walked around, or if he turned a river to wine, or he healed the wounded, or he fed thousands of people by multiplying a single loaf of bread, or whatever, that person would have been remarked upon by contemporaries and gathered a sizable following of believers. As best can be told by the Bible, Jesus was at best a piss-poor copycat of John the Baptist; most of his followers were just his own family members; and he didn’t have anything in the way of non-family followers otherwise until John the Baptist died and he was able to convince a half-dozen ex-John followers to come follow him. Hardly anyone noticed him when he was alive, and in general when he tried to preach in public, he generally just pissed off the crowd and then had to run away.
Jesus’ church was a religious cult. Most cults are populated by fairly bright people who are, however, really hungry for social acceptance among their peers. If one person comes up with some insane thing and insists that it’s true, there’s a good chance that all of the others will buy into it and convince themselves that it’s true as well. In an environment like that, expecting a lot of rigorous truth about historical events is asking a bit much.
As to a theory for how this particular story started, my guess would be that it’s an artifact of Paul’s conquest of the Christian church.
Paul never met Jesus and yet he started his own “Christian” church without ever studying with anyone who had (or if he did, it wasn’t someone who had a deep array of knowledge on the topic). He preached for 3 years before going in to meet anyone who actually knew Jesus’ teachings. As such, for all of that time, he had to have a cover story for why he can profess to be a “Christian preacher”. Telling everyone that Jesus spoke to him from beyond the grave solved that problem.
The thing is though, whereas Jesus’ church was never very big and it was fairly poorly run, Paul was a master orator and salesman. He was able to start an ever-expanding franchise of churches no matter where he was. His church ended up propping up Jesus’ original followers financially, and it’s likely they pretty well had to accept and take in his story about the direct revelation of all Christian information into Paul’s head – regardless of whether what Paul was teaching matched up with what Jesus taught in any significant way.
And of course later, when people started to spread and edit documents that had been written about Jesus, they probably wanted to match up the stories as best they could. If one guy said that Jesus re-appeared after his death, well that means that he must have left his grave (so someone writes that in), it probably means that he appeared to others of his disciples (so someone writes in a story about that too), and so on.
I mean, ultimately there’s probably a good half-dozen plausible explanations that don’t require magic (though all of them reduce down to People Make Shit Up). That’s just one sequence of events that seems to match up with what we know and seems likely. But really, we’d need better documentation and dating to trace the actual genesis and spread of any one story.