Why do we believe it?
It should be verified through pratice by what you experience at the experiential level. If you experience something you know for a fact it is true. 

Normal you should:


Learn the theory (Pariyatti)
Practice what you learned (Patipatti)
Experience what you learned why which you verify the teachings (Pativedha)


When you reach 3 your doubts will be cleared as you know for yourself.