The first is to let another or others tell you. In most cases their response will be "my" religion is the only true religion". Support for their dogmatic assertion will come in the form of fear-based notions which purport that you are a sinner, you will never get to heaven, and the only way for you to be "saved" is by following the doctrines and creeds of their religion. The list of persuasions go on and on. The more a person, religion or pronouncement holds to the arrogant position of proclaiming they are "the only true one", the greater the proof is that they aren't.
The second way for you to know what is the true religion is to personalize it and do research to discover what the true religion is "for you". Read the statement of beliefs; acquaint yourself with the history; determine whether the theology inspires you, empowers you and resonates with your deepest beliefs. Your spiritual path should be one that you are impassioned by, not one that imprisons you. It should be one that continually moves you to higher levels of joy, love, peace of mind and harmony. Seek and you will find the spiritual source that is best for you. The one that truly supports your greatest happiness and highest good.