John 10:14, “I am the good shepherd. I know My own and My own know me.”
The sheep on my father and stepmother’s farm know their voice. The moment they step outside and start calling out to the sheep, they begin “baaing” and talking back. When I walk out and call out to the sheep, they do not respond because they do not know my voice. In the same way, when Christ calls out to us, we immediately recognise His voice; and we know when something is disguised as His voice and immediately avoid it.
When we hear too much Law (legalism), we know it is not His voice, for we live under grace and no longer under the Law (Romans 6:14). When religions say Jesus is not the Son of God whilst claiming to believe in a monotheistic God (e.g. Islam and Mormonism), we know they are lies of the Devil. And so on.
When we hear Christ crucified being preached, we know we are hearing His voice (1 Corinthians 2:2). Where Law and Gospel are properly distinguished, we know we are hearing Christ. When we hear the words of forgiveness in Baptism, the Lord’s Supper, and Absolution, we know we are hearing Christ. If you wish to hear Christ, go to these things and you will hear Him.