Because our hearts are hard by nature we cannot believe or obey the gospel. Yet God commands us to repent and believe. This is because He is willing to give the new life which He commands of us. So we cry to Him for it. What He does in giving us new birth is a mystery, but it is described as giving us new hearts. If we can see the effects of the new birth(faith in Christ, new obedience, relish in prayer, reading the bible and fellowship etc.) we can conclude that we are born again, and take great encouragement from that. If not, cry to God for the new birth...