I recommend examining Acts 16. The jailer witnessed the Power of God and asked the same question.
For me, I read the Bible and many books on theology but was stuck that I could not break free of sin (which included Paul's 95 plus behaviors to avoid). I could not seem to grasp what repentance was all about. I believed in the Lord, but nothing seemed to work.
Finally, I started working a 12 step program, then things started to happen. I had to trust God and surrender to Him. I had to begin a self examination process and list my bad behaviors, who I held resentments to, my fears and sexual conduct. I had to admit these to God, myself and my sponsor. I had to ask God to remove these. I had to resist temptation to repeat these bad behaviors and change my life, with the Lord's help. I consider this hard work and it is the very definition of the repentance process.
Over a period of several months, I was tested and tempted, but I spoke about these things to my sponsor and worked through them. The Lord was finally working in my life and Scripture and my faith came alive. I believe this is followed by reformation then regeneration.
Before I could receive the Lord, I had to clean house. Again - work. Self examination was the hardest thing I ever did - much easier finding fault in others. My faith teaches:
TCR 3[2] "The particular details of faith on man's part are:
1 God is one, in whom is the Divine Trinity, and He is the Lord God the Saviour Jesus Christ.
2 Faith leading to salvation is believing in Him.
3 Evil actions must not be done because they are the work of the devil and come from him.
4 Good actions must be done because they are the work of God and come from Him.
5 A person must perform these actions as if they were his own, but he must believe they come from the Lord working in him and through him.
The first two points deal with faith, the second two with charity; and the fifth deals with the joining of charity with faith and thus of the Lord with men."
That's my testimony.
Psalm 44:8 NKJV
In God we boast all day long, And praise Your name forever.