The answer for me and in the film: "I don't. But it's what I choose to believe."
Currently I choose to believe in non-duality, the non-reality of this universe, and the reality of something outside it, because:
1) It's the closest thing I have found which matches what I find.
2) It is the thing I've found which gives most hope of attaining the warmth and light I crave.
And I believe that exists simply because I crave it. It's impossible to crave something which you have never had the least contact with or knowledge about.