A big question that many of us grapple with has to do with assurance, or knowing that we have a relationship with Christ. Here’s how Andrew Fuller gave counsel to his daughter in a letter:
If, you dear, you do really enjoy the presence of God, and so see the greatness of your sin as to abhor it and yourself on account of it, that is certainly an evidence that God has chosen you out of the world. If there be any doubt in the matter, it is whether those feelings which you enjoy be excited by the Lord’s presence, and whether the sense you have of the greatness of your sin does lead you to bewail and hate it. I do not mean to discourage you, or to suggest as if I thought otherwise; but it may be well for you to suspect your own heart, which is deceitful. I may add, that if you think you “see yourself a great sinner,” it may in part be because you at present know but little of yourself. You are a much greater sinner, my dear, than you are aware of; and an interest in the dying love of Christ is of far greater importance that you have ever yet conceived. But let not this discourage you. Though your sins be as scarlet, yet the blood of Christ is sufficient to make you pure as snow. The blood of Jesus Christ cleanseth from all sin. Believe his gospel, commit your soul to him as a perishing sinner, and you will be everlastingly saved. See Isaiah 1:18; 1 John 1:7; 2 Timothy 1:12. Follow on to know the Lord, and you shall know him. Call upon him in the name of Christ, that is, pray him to pardon and accept of you, and grant all your petitions, not for your worthiness’ sake, for you are utterly unworthy; but for the worthiness’ sake of his dear Son, who died for sinners. 
There is so much godly counsel and wisdom in these words. Notice that Fuller isn’t to give even his own daughter assurance apart from Christ. It’s there, and only there, that our confidence and worthiness is found. So, how do you know? Do you know Christ and His sacrifice for sinners?
 Andrew Fuller, “Letter 13: To Mary Fuller,” in The Armies of the Lamb: The Spirituality of Andrew Fuller, ed. Michael Haykin. (Dundas, Ontario: Joshua Press, 2001), 135-136.