Because we are mortal, we have passed through the veil of forgetfulness and don't remember what we went through before we were born into this world. But God hasn't just sent us out without help. God has sent down the Holy Ghost to confirm truth to us.
There are lots of people who say "show me a sign" or I'll believe it when I see it. In an answer to a question, Elder Boyd K Packer told this story. If someone were to walk into this room holding a white hot branding iron and told you it was a hot iron, would you believe them more than if they blindfolded you and seared your skin with that same iron? And that is how our testimony of the Savior and truth should be. It should be a spiritual witness given by the Holy Ghost, a member of the Godhead. John 3:27 "John answered and said, A man can receive nothing, except it be given him from heaven."
What does that mean for us? Lets not be a "doubting Thomas", but be blessed because we believe and have not seen. I know that we can receive spiritual witnesses if we will seek. As God has said repeatedly in holy writ "Turn ye unto me, saith the Lord of hosts, and I will turn unto you, saith the Lord of hosts." (Zechariah 1:3) Another announcement of "Ask and ye shall receive". So if we want to have a spiritual experience we need to prepare ourselves. Is it likely that God will bless us with a spiritual experience if we have not been preparing ourselves? Not likely. So read the scriptures, say your prayers, and live a Christlike life and you'll be happier and have a better opportunity to have a "spirtually searing" experience.