Documents (or something similar) are the sine qua non of history. Without them, you may do conjecture, imagination, or whatever, but not history.
From Geoffrey Moorhouse's The Pilgrimage of Grace, I found this bit relating to documents: prior to Thomas Cromwell's (not Oliver's) order in 1538, the English churches were not required to keep parish registers. (I'm sure some kept them prior to that time, but they didn't have to).
Parish registers are one of those very helpful things for church historians: records of attendance, Baptisms, Confirmations, etc. We owe a debt of gratitude to Mr. Cromwell.