It’s a common question but there’s a lot of philosophical assumptions behind it, much like the loaded question logicians have pointed out. One has to take a step back to really address it properly. Julie Borowski, who isn’t much of a skeptic from what I can see, asked this on her personal Facebook page. I answered but I made sure to really think it through:
Personal, revelatory, non-falsifiable, a priori, properly basic knowledge of metaphysical truths.
A more accurate question could be, posed to a non-fallibillistic atheist: how could one know if all religions are completely false?
Concerning the first sentence, if you’re interested, look some of those terms up if they are unclear. Wikipedia is okay for a start but also try Stanford’s Encyclopedia of Philosophy.
To make it simpler: statements about religious truths—not just religious belief—can only be known as true to the individual person making the statement.
I asked that last question because religious belief allows for degrees of truth in considering other ones; Islam overlaps with Christianity, which overlaps with Hinduism, which overlaps with Buddhism, which overlaps with Zoroastrianism. If you consider one religion as the true one, then it’s reasonable and even logically mandatory to say every other religious belief system has a degree of truth in it, some greater than others. Pick any form of theism, put in front of you, shine a light on it, and you’ll see the shadow of all the other ones you rejected being cast onto it.
The “proof” is that an overwhelming number of people in the world have had a sense of the supernatural. If we’re talking materialist reasoning here, the burden of proof is on the non-fallibillistic (gnostic) atheist to demonstrate how all of them are completely mistaken.
EDIT: An addendum to this post is here.
EDIT 2: Closed comments on this post since so many spammy comments are breaking through.