How do I know my religion is right?

Assalamalaikum. I have been having these thoughts for quite a while. As a practising muslim, I have firm beliefs and I consider my religion to be correct. However, recently I have started thinking that doesn't everyone feel this way? Doesn't everyone think that their religion is correct? For example, someone who was born in a christian household would think Christianity is the correct religion. Even within muslims, sunnis and their subsequent sects think they are correct and shias think they are correct.

The first thing anyone would say as a response to this question would be to do research. But guys how can anyone have the time to research all religions in the world and then find out if their religion is correct or not? I'm not saying this is impossible but it is very difficult for a layman to start understanding other people's religions. For example, if today I started researching world religions, I'd at least have to go through the main ones and they are so vast. How would I every grasp all that knowledge? Wouldn't I end up being more confused?

My purpose with this question is not to offend anyone nor am I looking for criticism. This is just a question that is bothering me and I would really appreciate if someone can actually clarify this to me

Thanks!