That's a good question.
I certainly encourage people to research things if they have questions, but there's more to our relationship with Jesus than merely discovering whether the evidence is there of God's existence. After all, if we have enough evidence that points to a God but he is little more than academic in people's lives then it's really not much practical use to pursue an academic God.
So, for me the main issue (and every person has a different story here) was whether this God would change me from the person I was (and didn't like, defeated by all his faults) to the kind of person that Jesus was - loving, kind, gentle, free and not defeated by sinful habits and damage from the past.
That is why we have testimonies. It says a lot if you know a friend or close one whose life has been changed and you can see that it's not just a cosmetic or delusional mindset but a real transformation. And as Paul writes in Romans chapter 8, the evidence is not merely in the archaeological, scientific or historical fields but in the presence of the Holy Spirit in our lives.
No-one can prove God exists because God exists outside the realm of the five senses. He is not a scientific experiment that can be tested by repeatedly setting the right conditions and observing the results. But the evidence is abundant. Creation and the inherent order of creation both up in the universe down to beyond the molecular level - there is so much order to it that there must be a hand behind the signature. The biblical events have much support from archaeology - real places, cities, kingdoms and peoples.
But none of this is any use without the faith to believe it. If your heart and mind are closed to the possibility from the start, nothing will convince you. If you are open to it and the evidence is there then you could possibly embrace it.
Now, back to the Holy Spirit. There is an intuitive side to this as well as the evidence of the bible. We see from the bible that those who are saved are transformed. The Holy Spirit is the evidence in a person that God is near. Paul is talking about a Spirit of sonship, not of fear. one that cries "Abba father!" and is intimate and close.
The way to find out is to believe and be convinced that it is true in your mind and take a step by doing what the bible says you must do to be saved - technically you can do nothing but receive it and reject the "life without God" life you lived, inviting the Holy Spirit to fill you - and see if the Spirit really does live in you and cause you to express the nearness of God in you.
For some, it was a long process of debating and apologetics before they came to the conclusion on the basis of evidence. For others it was the testimonies of others, the seeing and witness of changed lives, sometimes in people they knew personally. And usually it's a combination of both.
For me it was from a young age that I was convicted that God was real and that I needed whatever he had. There was no question on the side of evidence on scientific, archaeological, etc. grounds. But it's different for everyone. And for me the evidence is in the Holy Spirit that lives within me (not merely a mental assent), as well as the word of God that has held true in my experience.
blessings,