"But I am not ashamed, for I know whom I have believed, and I am convinced..." (2 Tim. 1:12).
Conviction may be defined as "truth of which you are convinced or certain." ("Convinced" and "conviction" are related words.) For the Christian, that truth is the Word of God. So while many today are asking with Pilate, "What is truth?" (John 18:38), Christians pray with Jesus in the chapter before, "Your Word is truth" (John 17:17). Somebody put it like this: "God said it. I believe it. That settles it." That's conviction! Conviction is a work of the Holy Spirit in our hearts. Through it, the Christian no longer questions God's Word, but uses that Word to question everything else.
Luther: "God's Word alone is the true, abiding rock on which a person can depend with certainty."
Understand that the goal of atheism, for example, is not to convert you to its teachings, but simply to cast doubt on and weaken your Christian conviction. And a weakened conviction is no conviction. And a Christian without conviction is no threat to the kingdom of Satan.
The Christian convictions can be summed up in three words: Commandments, Creed, Prayer (Ten Commandments, Apostles' Creed, Lord's Prayer).
Pray the Holy Spirit to come and give you conviction, and He will most certainly do it!