"They" can believe whatever they choose, that doesn't make them right. You believe you can interpret scripture, as do millions of other christians, yet you can arrive at no consensus on your interpretations.
Jesus said his Church would be "the light of the world." He then noted that "a city set on a hill cannot be hid" (Matt. 5:14). This means his Church is a visible organization. It must have characteristics that clearly identify it and that distinguish it from other churches. Jesus promised, "I will build my Church and the gates of hell will not prevail against it" (Matt. 16:18). This means that his Church will never be destroyed and will never fall away from him. His Church will survive until his return.
Among the Christian churches, only the Catholic Church has existed since the time of Jesus. Every other Christian church is an offshoot of the Catholic Church. The Eastern Orthodox churches broke away from unity with the pope in 1054. The Protestant churches were established during the Reformation, which began in 1517. (Most of todays Protestant churches are actually offshoots of the original Protestant offshoots.)
Only the Catholic Church existed in the tenth century, in the fifth century, and in the first century, faithfully teaching the doctrines given by Christ to the apostles, omitting nothing. The line of popes can be traced back, in unbroken succession, to Peter himself. This is unequaled by any institution in history.
Even the oldest government is new compared to the papacy, and the churches that send out door-to-door missionaries are young compared to the Catholic Church. Many of these churches began as recently as the nineteenth or twentieth centuries. Some even began during your own lifetime. None of them can claim to be the Church Jesus established.
The Catholic Church has existed for nearly 2,000 years, despite constant opposition from the world. This is testimony to the Churchs divine origin. It must be more than a merely human organization, especially considering that its human members even some of its leadershave been unwise, corrupt, or prone to heresy.
Any merely human organization with such members would have collapsed early on. The Catholic Church is today the most vigorous church in the world (and the largest, with a billion members: one sixth of the human race), and that is testimony not to the cleverness of the Churchs leaders, but to the protection of the Holy Spirit.