There is no way to be absolutely certain, as there is no actual proof of past lives. But you can choose to believe or not, based on your experiences.
Some people use regression therapy, typically a guided meditation or hypnotism led by another person.
Some cultural beliefs vary greatly on the matter as well. A friend of mine can conduct regressive techniques with people, but he will refuse if it's "just to see" or "just because." The person needs a valid reason to seek a past life, such as believing it is having an affect on their current life.
But be careful, if you choose to seek and pay someone for this purpose. Some will do a 'reading.' and can make some very grandiose claims. There have been a lot of re-born Napoleons and King Henry VIIIs around, at the same time.