When confronted with the question ‘how do you know that X religion is true?’, theists can reply ‘how do you know it isn’t?’
It is a laughable reply which only betrays inferior intellect.
The burden of proof lies with the claim. How do you know that pink elephants that can fly don’t exist? How do you know that any other religion isn’t true? How do you know that Russell’s Teapot isn’t out there in space? How do you know that not killing a specific child in a nursery will not rid the world of the next genocidal dictator?