This question is vitally important because we need to be sure of our relationship with God. In fact, the Bible itself teaches us to "prove all things" (1 Thessalonians 5:21, KJV). In order to have confidence in the Bible as God's inspired Word, we suggest the following steps.
1) Begin by proving to yourself that God does exist. If you don't really know that He exists, your thoughts and actions will waver.
2) Once you know for a certainty that God exists, consider what literature He inspired to be preserved for us today. The Bible claims to be the direct words of God. Furthermore, there are many internal proofs that show there is no other book like it. For example, the Bible has accurately predicted history and proven itself scientifically accurate thousands of years prior to the discoveries of science.
3) Begin living by God's words of instruction as found in the Bible. Psalm 111:10 says, "The fear of the LORD is the beginning of wisdom; a good understanding have all those who do His commandments. His praise endures forever." As you follow God's instructions in your own life, you will grow in understanding and confidence in your decision.
To help you follow these steps, we recommend reading the two free booklets: "Does God Exist?" and "Is the Bible True?"