Many Christians emphasize the importance of having an actual relationship with God/Jesus as opposed to merely being religious. The previously asked question What is the origin of the "religion vs. relationship" dichotomy? attests very well to this fact.
How do Christians who subscribe to this distinction make sure that they themselves are having a genuine relationship with the living God, as opposed to a 'religious' illusion of it, a counterfeit relationship with a false deity, or a mere psychological delusion?