Every religious person in the world thinks the religion which he/she is involved with is the true religion. In this we are all alike. However, of the religions of the world, there are two kinds: those which claim a broad tolerance; and those which are significantly intolerant. Of those who claim a broad tolerance, there are none which have a legitimate basis in revelation or logic. Of those which are significantly intolerant, only one has a valid historical foundation.
Let's consider this. Why is it true that tolerant religions are, by reason of that tolerance, illegitimate? For one reason: when you seek to go out of a room, normal people automatically go through the door. What does that mean? It means there is such a thing as truth. If truth was not stable and unchanging, we could do nothing as a habit. In fact, what could we do if the world in which we live was always changing? We wouldn't know from day to day what to do because we could never know what kind of position our doing would put us in. We couldn't walk through a door if today the door was the way out of the room, but tomorrow something else was the way out. There is such a thing as truth. This means that every religion that posits contradiction is false. Thus, every religion that says it is OK to believe contradictory things is false. Tolerance is the claim that truth is either unstable, or non-existent, or unknown.
On the other hand, those religions which claim to be the only way to Truth are not, by that intolerance, automatically correct. Jesus, for instance, said "I am the way, the truth, and the life; No man comes to the Father but by Me." That's as narrow and intolerant as can be. But, because there is such a thing as truth, He was either telling us the truth, or He was attempting to deceive us. He is either the only way to God, or He is not. His intolerance did not make His statement true, but it did put Him in the realm of possible truth. If He had said, we are all trying to get to God; we are simply doing it from many different paths, He would have been a false prophet. Everyone who understands the nature of truth and logic knows that religion cannot be tolerant of contradictory teachings.
Therefore, which of the intolerant religions that exist is the correct one (there can only be one)? The one that has its roots in reality. And how do we know which one has its roots in reality? By historical fact. Reality shows up in history. Truth becomes manifest by what happens. The New Testament says that the religion of Jesus is rooted in the historical fact of His works of power (not His good-sounding words). Every argument put forth in the New Testament in order to persuade us to put our trust in Jesus is rooted in history. He was either able to do the works of power, or He wasn't. Interestingly, even His most aggressive enemies did not deny the works. They could not deny what history revealed. He was either resurrected or He was not. History determines the truthfulness of His claims.