Alexander, in my opinion asking “how do you know?” is the wrong way to go about it. If someone is making a positive claim (God exists; unicorns exist) then that person has the burden of proof. It is perfectly reasonable not to believe (in God or unicorns) when that burden is not met.
The Stoics understood this, which is why they came up with positive arguments. Unfortunately, they were all variations of what we today call the design argument. Which has been soundly refuted by David Hume and Charles Darwin.