There is not any factual evidence that can be used to prove any religion correct. This allows for people to interpret different religions in any way they please. There will probably never be any proof that one religion is more correct than another. Christians believe in their religion because they have been brought up in way that has made them believe that their religion is correct. If it wasn't, they wouldn't be Christians.
Christians have the Bible as a basis for answers, as other religions seek information else where.
I am Catholic, and I have faith in my religion because I was brought up to believe what was taught, and after analyzing the information, I find it to be valid.