Gaius Caecilius (61-112 AD) was a magistrate/governor of Bithynia (also know as Pliny the Younger). We know a lot about him due to his large collection of letters that historians have found. It seems that he collated his letters and produced 9 books from them. His 10th book of letters is widely agreed to have been collated after his death. It is in this 10th book that we find a possible reference to Jesus.
Phiny wrote to the emperor Trajan (53-117 AD) discussion the interrogation of suspected Christians and how he goes about deciding who to receive capital punishment for being a Christian. As it turns out if someone confesses to been a Christian three times, under the threat of capital punishment, then they get killed. If they deny the charge of been a Christian they get let off if they take part in a formal worship to the gods and also if they curse Christ, which Pliny says is something a Christian would never do. As it turns out there were a few suspected Christians who did recant and some up to 25 years from when Phiny wrote the letter. You can read the letter here (and the whole conversation here), but the most interesting part of this letter for us is the following:
...they were [Christians] in the habit of meeting on a certain fixed day before it was light, when they sang in alternate verses a hymn to Christ, as to a god, and bound themselves by a solemn oath, not to perform any wicked deed, never to commit any fraud, theft or adultery, never to falsify their word, nor deny a trust when they should be called upon to make good; after which it was their custom to separate, then reassemble to partake of food -- but food of an ordinary and innocent kind. - Pliny, Epistles, 10.96Here we have an account of an early churches "formal" gathering. We see that Christians met on a fixed day in the morning, sung to Christ as a god, talked about their actions and also ate together. Even at this early stage in the Church's history we have Jesus been considered a god, (well before Constantine (272-337 AD) and the Council of Nicaea in 325 AD) and despite the religion been outlawed we have Christians regularly meeting together to encourage one another. It is also quite possible that the food they ate together was an early form of communion.
What can we say?
Most of Pliny's letter is about Christians and not Jesus, but we can say that:
1. Jesus was considered a god by the early Christians