Below is what Baha’u’llah wrote about the 'evidence' that establishes the truth of His claims. Baha’u’llah enjoined us to look at His own Self (His character), His Revelation (His mission and works, which can be seen in Baha'i history), and His words (His Writings).
“Say: The first and foremost testimony establishing His truth is His own Self. Next to this testimony is His Revelation. For whoso faileth to recognize either the one or the other He hath established the words He hath revealed as proof of His reality and truth. This is, verily, an evidence of His tender mercy unto men. He hath endowed every soul with the capacity to recognize the signs of God. How could He, otherwise, have fulfilled His testimony unto men, if ye be of them that ponder His Cause in their hearts. He will never deal unjustly with any one, neither will He task a soul beyond its power. He, verily, is the Compassionate, the All-Merciful.” Gleanings From the Writings of Bahá’u’lláh, pp. 105-106
His own Self is who He was, His character (His qualities). That can be determined by reading about Him in books such as the following:
The Revelation of Bahá'u'lláh, Volumes 1-4
His Revelation is what He accomplished (His Mission on earth/ the history of His Cause)
That can be determined by reading about His mission in books such as the following:
God Passes By (1844-1944)
The Revelation of Bahá'u'lláh, Volumes 1-4, which cover the 40 years of His Mission, from 1853-1892.
The words He hath revealed is what He wrote can be found in books that are posted online:
The Works of Bahá'u'lláh
In addition to what Baha’u’llah wrote about the 'evidence' .....
Baha'u'llah fulfilled the Bible prophecies that refer to the return of Christ and the promised Messiah. That proves to me he was the Messiah and the return of Christ. Those prophecies and how they were fulfilled are delineated in the following book:
William Sears, Thief in the Night
Baha'u'llah predicted many events that later came to pass. That proves to me that He could see into the future, so He had prophetic powers. Some of these predictions and how they came to pass are listed and delineated in this book:
The Challenge of Baha'u'llah