How do we know that Jesus had authority to say these things?
The confirmation comes in several ways.
First God tells us that Jesus is special and has authority to speak on his behalf.
In the story of Jesus' baptism by John in the river Jordan we read that God's voice is heard telling us that this is God's Son who we should listen to.
Second God confirms the message through the miracles that Jesus performs.
Jesus performed many miracles. They range from healing miracles, through deliverance miracles (driving demons out of people), through to food miracles, through raising people from the dead miracles. These miracles were performed for people with lots of belief and with very little belief. They were done in front of just a few people and in front of crowds of people.
Occasionally there are those who feel that because they can pretend to do the same thing as Jesus that this proves he didn't do them. This is not an argument. You might as well say that because people pretend to get killed in war films it means that anyone who is killed in a real war is just pretending - obviously nonsense.
Third (but not least) Jesus has a unique perspective
Jesus claimed a unique position. He above anyone else was in a unique position to tell us about God. We look at this in more detail in a later session.