How do you know your religion is the right one?

I have asked this question at other sites and have never gotten a straight answer. It seems to me that this is very, very basic question.

I am an atheist and I don’t understand religion. What I find most confusing is how someone can settle on one religion to the exclusion of all others. Why do you think your book is the word of God, but other books are not? Do you have visions? Do you carry on conversations with God? How can you tell whether you are speaking to Jesus or Allah? Might you be mistaken? What causes a person to be born again? Can you be born again with a different religion?