Commandments

Hello Rabbi, a while ago I read somewhere (in notebook 5 I think) that you wrote that even after we know there is a God, we actually don't know in what way we should worship Him and what religion to choose. And you wrote there that you are Jewish because of your hypocritical and subjective point of view and you think that even if you are wrong, God will still accept it.
But you actually started from the assumption that God commanded humans to keep certain commandments and not do certain things.
So my question is: How do we actually know that God has commanded us anything at all? Maybe he exists but he doesn't demand anything from us? Maybe all religions are actually wrong about this?