Ranked "one of the most extraordinary political achievements history has recorded" (Charles Freeman)the vast Roman Epire began life under Augustus Caesar when he defeated Mark Antony and Cleopatra at the Battle of Atium in 31 BC and became sole ruler. The Empire was split into two administrative halves sometime in the late 3rd Cent, and permanently into an Eastern Empire and a Western one in 395. The Empire end, essentially, with the defeat of the West by the barbarians towards the end of the 5th Cent. At its height it occupied the entirety of Europe, the Mediterraneans, north Africa and western Asia as far as the Caspian Sea.
Centred around the city of Rome, its growth began first with the conquest of the Italian peninsula, spread to Sicily. With the defeat of the Carthaginian empire, it added Spain and north Africa in the 3rd Cent BC. In the next century Greece came under its hegemony, followed by the ancient Near East, including Egypt, in the 1st Cent. BC. Julius Caesar's conquest added Gaul (the Rhine and what is part of modern Germany). Even then it was a republic, ruled over by elected/appointed officials in a Senate. But the grasping for absolute power had already begun, as strongmen try to outplay one another for control of the Senate, leading eventually to the civil strifes that ended in the famous murder of Julius Caesar on the Ides of March, 44 BC. A coalition, known as the "Second Triumvirate," between Octavian (Caesar's nephew and adopted heir), Mark Antony, and Marcus Lepidus, failed and led quickly to the destruction of Antony and Lepidus, leaving Octavian the sole power. Cunningly, Octavian returned from battle to Rome in 28 BC and soon renounced the extraordinary powers that had been granted him for the battle with Antony. Fearing the loss of his leadership, the Senate quickly voted him the consul and bestowed on him the grand honour of Augustus. And so the republic gave way to the empire.
By this time, Herod the Great had already been king of Judea for some three decades, and Jesus was born just before he died.
Roman conquest continued with the successes in Britian but things in the empire was already faltering. Internally, the emperors who followed Augustus were often morally bankrupt and/or inept and the empire limped from one crisis to another. Rome itself lost much of its influence when Diocletian made his administration peripathetic: the capital was where he happened to be. The unity of the empire also suffered when it was divided administratively between the east and the west. By then, however, the barbarians were gathering on the northern fringes. In the autumn of 376, an envoy of Goths, pushed by the Huns gathering behind them, had sought permission to be allowed into the northern territory. Emperor Valens (r. 364-378)—seeing in them a source of recruit for his army—granted a group of them the permission but the immigration turned into, first, a rout, and then a battle. Valens decided to meet them face-on in battle; the Battle of Adrianople (modern Edirne in Turkey), on 9 Aug 378, began well for the Romans when, suddenly, the Goth cavalry bore down upon and broke their formation, hemming them in for such a slaughter that two-thirds of the Roman army, including Valens, were killed that day. The empire limped on for a while but the Goths were already gathering for a show-down. Led by Alaric, they invaded Italy in early 401. Aided by a sympathizer who left the Salarian Gate of Rome open, Alaric entered Rome on 24 Aug. The Roman Empire was no more.
☰ F. F. Bruce, "The Early Church in the Roman Empire," The Bible Student 56 (March-April 1033): 30-32. 
Further Reading & Resources :
Stephen P. Kershaw, A Brief History of the Roman Empire. London: Robinson, 2013.
Adrian Goldsworthy, Pax Roman. War, Peace and Conquest in the Roman World. London: Weidenfeld & Nicolson, 2016. (See, esp. pp.212-6 & 221-234 for the First Jewish Revolt.)
David Potter, Emperors of Rome: Imperial Rome from Julius Caesar to the Last Emperor. London: Quercus, 2007.
Greg Woolf, Rome: An Empire's Story. Oxford: Oxford University Press, 2012.
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