“God, give me a sign!”
This request is often done for one of two reasons: 1) Proof of Existence ~ prove to me You are God;" and/or 2) Comfort/Vow ~ God, if you do “A,” then I will do “B.” In Matthew 12, when some religious leaders asked Jesus for a sign, Jesus said only a wicked and perverse generation ask for a sign. In other words, Jesus does not need to defend Himself, He is not campaigning for the role of Messiah, and Jesus does not need out vote.
Yet, asking "How can someone know Jesus is the only and true way" in a world of hundreds of religions is a valid question.
Before Jesus was ever born, the Old Testament was written. Actually, the Old Testament (OT for short) was written from over a thousands years before Jesus was born up to about 400 years prior. While some speculate over the accuracy of the dates of authorship, what is 100% known is that the OT was fully written, assembled, widely circulated, and then translated into Greek around 250 years before Jesus' birth (and the Greek translation of the OT was titled the Septuagint).
Over 200 years before Jesus was ever born, there were over 300 prophecies predicting the Messiah. Here's a short list:
1) Gen. 3:15 – come from the seed of woman
2) Gen. 9:26-27 – come from the line of Shem
3) Gen. 12:3 – be a descendant of Abraham
4) Gen. 26:2-5 – come from the line of Isaac
5) Num. 24:17-19 – Descendant of Jacob
6) Gen. 49:10 - and from the tribe of Judah
7) 2 Sam. 7:12 – from the house of David
8) Micah 5:2 – born in Bethlehem
9) Ps. 2:7-8 – Messiah will be crucified
10) Is 53 – He will be despised, rejected, killed, and bare the sins of the world
11) Ps. 41:9 – Messiah will be betrayed by a friend
12) Zech. 11:10-13 – betrayed for 30 (not 29) pieces of silver (not gold)
13) Zech. 11:13 – pieces of silver thrown (not placed) onto the temple floor
14) Zech. 11:13 – silver used to buy a field
15) Is. 53:9 – buried in a rich man’s tomb.
16) Is. 25:8 – will rise from the dead
17) Ps. 68:18 – will ascend
18) Ps. 110:1 – will be seated at the right hand of the Father
Taking just 8 of these prophecies: the odds of any 1 person fulfilling just 8 of these prophecies is 1 in 100 Quadrillion (that's a 10 to the 17th power, or a 10 followed by 17 zeros). Josh McDowell's team came up with a word picture to help understand what this statistic means: If you took the state of Texas, covered it from border to border with silver dollars staked 2 feet deep; took just 1 silver dollar and marked it, threw it back into the pile, took a bulldozer to mix the dollars all up and reorganized the pile; then took a man, blind-folded him, and had him wade through the state of Texas. Afterwards, he randomly stopped, randomly picked up one silver dollar; the odds of him picking that one marked dollar is the same odds of 1 person fulfilling 8 of the OT prophecies. Jesus fulfilled not just 8...not 50...not 100...but over 300 prophecies. If 8 is near statistically impossible, then fulfilling over 300 would require Divine intervention/planning/intention.
Messianic Prophecies are merely one out of several dozen ways we know Jesus is the true Messiah, and the one and only Holy and Righteous One.