The idea that the Bible exists primarily to teach us theology and ethics should not negate the fact that often biblical theology has its root in God's saving acts in history. The call to believe in God as mighty enough to overcome harsh realities is supported by the fact that God saved His people from the powerful hands of the Egyptians in the exodus. This implies that the exodus story is true, i.e., that it really happened through Moses, which in turn implies that Moses was a real person.
Many today deny that Moses existed. Even more deny that Adam existed. But caution is needed, as whenever we have been given a chance to verify the existence of a biblical figure in history, it seems to turn out that they are not merely metaphors in the text. Some of these were even thought to be made up until they were found elsewhere (although I think that waiting to see if you can verify a biblical figure from some other source evidences too much reliance upon extrabiblical texts). Some people just want to wait and see if they'll be proven wrong in heaven when they meet some of these people, but that's a bit silly to argue against a text without much evidence to the contrary. It argues a negative from silence. In any case, here are seven biblical characters mentioned outside of the Bible as real people.
1. David. David's name is mentioned both in the Mesha Inscription and in the Tel Dan Inscription as the patriarch of the royal dynasty in Israel.
2. Omri. Omri is also menioned in the Mesha Inscription as Mesha's enemy king from the line of David. He is also mentioned on the Black Obelisk of Shalmaneser III as the dynastic head of Israel.
3. Jehu. Jehu is the only biblical figure who both gets mentioned and is depicted on the Black Obilisk. He is said to give tribute, is of the "house of Omri," and is depicted as bowing down before Shalmaneser III.
4. Hezekiah. Hezekiah is mentioned in the Taylor Prism that relates some of the conquests of Sennacherib. The chronicle actually records what happens in the same way the Bible does, but Sennacherib, of course, does not paint it as a loss, but emphasizes the fact that he shut Hezekiah up in his city like a "bird in a cage," and that he was paid tribute. The Bible says this too, but also mentions the fact that the troops he deployed there were wiped out.
5. Pontius Pilate. Pilate is mentioned by Philo, Josephus, Tacitus, and the Pilate Stone, which mentions him as prefect.
6. John the Baptist. John is mentioned by Josephus as one who baptized the Jewish people after calling them to act righteously toward one another and to be devoted to God. Josephus details why he thinks Herod put him to death ("because he was afraid John would stir up trouble among the people").
7. Jesus. The Lord Jesus is mentioned by Josephus (although perhaps altered to some degree, the core of what is said about Him is thought to be original), Tacitus, and Suetonius.
Now, this doesn't mean that the Bible is not theologizing their words and actions, because the Holy Spirit wishes to mold them into a message; but to argue that since the Bible's primary purpose is to teach theology and ethics that this means the people never existed is a non sequitur, and you may end up even being proven wrong in this life as well.
BTW, what's the deal with Jehu's crown here? Is it just me, or does it look like he stole it from one of the seven dwarves?