Because I pray to Him, my prayers are answered, and He assures me that He is the one true God through his works in my life and the lives of those around me. It's amazing what God has done in my family, and thus, how can I believe He isn't the one true God?
Also, you should remember that the Bible was written centuries ago. There is still much information in it that could have been recorded, but it isn't. It isn't perfect, but nothing is.
"When life itself seems lunatic, who knows where madness lies? To surrender dreams -
-this may be madness; to seek treasure where there is only trash. Too much sanity may be madness! But maddest of all -
-to see life as it is and not as it should be. "