The first thing I want to do is correct you. It’s only monotheists that believe that theirs is the only god. All others are perfectly comfortable with theirs being one god over many. The rest of this answer speaks from the Judeo-Christian standpoint, because that’s the one I know the best and the angle I find most interesting.
That said, the only way to really answer this question is to read the Bible really carefully and then study history very carefully. I can give you a broad strokes answer but only actual immersion can give you the actual grasp that you need.
That said, let’s get into it. Ideas don’t just come out of nowhere, they evolve from previously held ideas. The idea that the Judeo-Christian God is the only god also had a genesis, an emergence from a previous state. That previous state is the one you’re alluding to. Other peoples with other gods do not believe that theirs is the only god. And so the ancient people that we now variously call Jews and Hebrews also believed this way. Yahweh was but one of a pantheon of gods whose names you’ll recognize from a certain video game. Baal, Asherah. Astarte. Moloch.
Slowly over thousands of years, one of the tribes, the tribe of Yahweh, slowly started winning over the others. They won more converts, conquered more lands. What’s curious is how they developed monotheism. Nobody really knows how, the reasons are lost to the sands of history. Personally, I think it was a combination of their unique culture and the technology of writing, which was just beginning to emerge all over the world after hundreds of thousands of years of writing-less existence.
What we do know is that they developed a unique-for-the-time perspective that we now call ethical monotheism. Every culture had gods and their chosen god, but only the tribe of Yahweh considered divinity, and by virtue of divinity, their particular god, as being the source of all that is good in the world. God is literally goodness. All that is good comes from God. It is possible they were influenced by the Zoroastrianism of neighboring Babylon.
Another idea that I’m not aware has an academic name, not yet anyway, that an actor friend of mine and I discuss is that the Hebrews also developed this way of seeing themselves in relation to divinity. They saw themselves as continuing the divine story. Other peoples myths were mired in the past. Hercules slew beasts, but there aren’t any of these kinds of beasts today. Myth, was considered differently by the Hebrews, differently than all other cultures.
The mythic age never stopped in the Hebrew conception. It’s still ongoing, to this day. We are mythic figures. Nowadays we’ve more or less lost that conception as the heroes in our own divine story, but for the ancient Hebrews, and early Christians, this was all too real. The giant ancient beasts slew by mythic heroes still exist in the Hebrew canon, but they are old, old stories, dreamed up before they started to conceive of themselves as made in the image of God. Once they started doing that, the leviathans and such disappeared from spiritual writings that we now call scripture.
The beast we now fight is our own hellish nature. God is there to shepherd us along to a time and place where we can all get along, in a place now called Heaven. The old tales, which first existed as stories told over dinner to the children, to keep the history of your brethren alive, were recast as something more, as brilliant literature intended to get the mind out of the mundane work of well, mostly just farming. Literature intended to strike at the hardest of hearts and soften them long enough for their good natures to shine through.
When you read the story of Cain killing his brother Abel, you weren’t supposed to wonder why God would allow Cain to do that. You were supposed to look around at all these people killing other people and consider your own nature. You were supposed to see yourself as David, using quick wits to take down a skilled, powerful adversary. That’s the how and why of the old stories being canonized into literature. They are the stories of how the Canaanites eventually became Jews, God’s chosen people. And how the Jews simply didn’t deserve to be chosen by God, but God chose them anyway, and never completely left them, even when he sent them to live under foreign rule in Babylon.
But they’re just stories right? Why do we believe them as if they were true? Surely there can’t actually be a real God? Yeah, I get it. You want proof. We all want proof. But first we must take a detour through human nature.
Possibly the most human desire of all is that of yearning, the act of wanting something beautiful to also be real. There exists a group of people who solely exist to dress up as Stormtroopers. There exists a real religion, with real humans, dedicated to The Force, with its adherents calling themselves Jedi. There exists real people that dress up in armor and practice real swordplay from martial traditions in historical Europe.
When you get that close to something you find wonderful and full of beauty, it stops being something apart from you. The stories take on a life of their own. The beauty fills you and stirs you to do things you never would have otherwise.
There are many wonders and beauties in Christianity that we can discuss, but to bring this full circle, let’s return back to the very first idea I expressed, that of emergence, of genesis. When things emerge, form emerges from chaos. Many people might have considered their god to be the greatest god. Christians considered their god to be the only god, building on the earlier Jewish idea that God is the source of all that is good.
We have this modern world, with all its wonders, as thanks to the power of Christianity to bring people together. Before Christianity, nations didn’t try to work with each other, they just used each other as slaves to work land that they would consider theirs if they could just send their soldiers out to take control of it.
Christianity gave people a dream of a better world, and that yearning caused them to build it. And it built a world so amazing, so wondrous, so impossibly rich, that it’s even possible for people to deny why. But if you go look at the history and keep asking questions until you have solid answers, it stares you in the face. One man, who really existed, went up on a cross two thousand years ago and died on it. Willingly. And then proceeded to change the world.
With this fact, which we have historical and cultural evidence to back up, staring you in the face, it’s not hard to take that next step, that little leap of faith.
To believe.