There are lots of reasons — all of which add together — that give Christians confidence that what they believe is true. For example, the Bible contains prophecies which predicted events in world history before they happened: this is often cited as a reason for trusting the Bible, and its teaching, over against other religious teachings.1 The Jewish people are also believed to provide evidence that the Bible (and, thus, the teaching of the Bible) is from God: the Bible says they would repeatedly be persecuted but not destroyed, which is what has happened to them time and again throughout history.2 The Bible proves itself trustworthy in these and similar ways, which causes people to trust its teaching generally, over against the teaching of other religions.
1. For more on prophecies in the Bible, see Bible Prophecy: Convincing Proof That God Exists, by Fred Pearce.
2. For a brief comment on this, see the section “What has happened to the Jews in history?” in The Jews in God’s Purpose.