“The Spirit himself testifies with our spirit that we are God's children. Now if we are children, then we are heirs—heirs of God and co-heirs with Christ, if indeed we share in his sufferings in order that we may also share in his glory.” Romans 8:16-17
God’s Spirit talks to our spirit to tell us that we belong to Him. We are His children. I cannot explain it. But to those to whom this has happened it does not need explaining.