The evidence is the 300+ old testament prophecies that have been fulfilled. And the biggest evidence is Christ raising from the dead. Witnessed by hundreds of people. It was the most well documented event in history.

No god you say? Where do you think this world came from?

The fact that there are countless religions, doesn't change the fact that there is one objective truth. There can only be one creator. It goes to reason that all except one are false.

The countless variations of Christianity doesn't change truth either. If God wanted to be worshipped a particular way by everyone then maybe He would have made it more clear.

Under the new covenant, the message is the same to all.

I don't believe it because it makes me happy. It has hard consequences. I believe it because I know it to be true.

And yes, other religions will say the same thing. But only one of them is right.