No, the Jews do not think that their history is a myth. The Jewish people have a long and rich history that is documented in a variety of sources, including the Hebrew Bible (also known as the Old Testament), ancient historical texts, and archeological findings. The Jewish people have a deep sense of connection to their history and cultural traditions, and they view their history as an important part of their identity.
It is important to note that, like any other group, the Jewish people have a diverse range of beliefs and perspectives, and it is not accurate to generalize about what all Jews think. Some Jews may have more traditional or literal interpretations of their history, while others may have a more symbolic or metaphorical understanding of their past. However, it is not accurate to say that the Jews as a whole view their history as a myth.