For me its a combination of learning it since childhood and experiencing minor things that i can't explain differently.
For example once i had a thought in my mind that i should go home that evening when i see the clouds.
Later at the bbq i remembered that and looked into the sky and saw some clouds in the distance and just knew that these were the clouds. But it didn't looked like it should rain, and the weather forecast was also clear. So i stayed.
Later when i went to the train, a huge number of people from a heavy metal concert that just finished came, and enough people wanted to take the last train that day that some didn't make it inside. If i had gone home when i saw the clouds, i wouldn't have been in that overcrowded train.
Also for me my faith looks consistent internally and with other stuff that i see.