Look at it this way. First ask: is there a god? If you believe there is a god, is there only one or are their multiple gods? If you believe there is only one god, then throw out all polytheistic religions, or any religion that condones polytheism. This includes both Hinduism and Buddhism, and most other oriental religions.
Then we can begin to examine each of the monotheistic religions: Judaism, Christianity, and Islam. Examine the Bible, find if it is consistent with itself in such a way that only God could have written it. When you understand how the Old and New Testament fit together like a key going into a lock, you will see that Judaism was a prelude to Christianity.
Once you believe that Christianity is true, then you examine the New Testament and the early Church closely. Consider it in light of the various Christian sects. Can essential Protestant doctrines be logically true? Once you come to the conclusion that it cannot be, then you must toss out Protestantism. Then you are left with Catholicism, Orthodoxy, Islam, and Mormonism.
Consider, does the New Testament speak of the Church fading away, or standing firm? Once you realized that Jesus permanently established His Church, you can throw out Islam and Mormonism. Then you look examine the Scriptural and historical evidence for the pope’s authority. You will see that it is there.
Then you know.
This, of course, is not a proof, but the map by which you construct a proof.