"I know where I'm going."

No, he in fact knows with complete certainty where he is going. And here's why:

As a believer in Christ, he knows this because each of us are justified before God not by our works or 'good deeds' but rather by our faith (i.e. belief) in Christ. The one condition for eternal salvation is faith in Jesus Christ. Nearly 200 times in the New Testament, faith (or belief) is declared to be the sole condition for salvation (John 1:12; Acts 16:31). The Bible states that our own works do not help merit salvation. We are saved “not because of righteous things we had done” (Titus 3:5). “For by Grace you have been saved through faith. And this is not your own doing; it is the gift of God, not a result of works, so that no one may boast.” (Ephesians 2:8-9). “There is no one righteous, not even one” (Romans 3:10). Every single one of us, with the exception of Jesus, are sinners. This means that offering sacrifices, keeping the commandments, going to church, being baptized, and other good deeds are incapable of saving anyone. No matter how “good” we are, we can never measure up to God’s standard of holiness (Romans 3:23; Matthew 19:17; Isaiah 64:6).

No one can take any credit whatsoever for their eternal salvation. God the Father's standard is perfection - in both thoughts and acts. That's an impossible standard for any one of us. No one can ever, or has ever, 'earned' their way to heaven. That work could only be done by Jesus Christ, the sinless, perfect Lamb of God. Jesus' death on the cross was the nessessary sacrifice to the Father for all of our sins. The Old Testament consistently hammers home the point that man's sins must be paid for. And we see countless sacrifices of unblemished lambs, rams, goats etc... to pay for people's sins. You see this over and over and over in the Old Testament. But then Jesus, the Savior, finally arrives. With His crucifixion, there was absolute perfection being offered up as a sacrifice for our sins. He did what no amount of animal sacrifice could ever do.

Christianity is the only religion in which one does not, and in fact cannot, earn their way to heaven. 100% of the earning was done by Jesus on the cross. All that is required from us is real belief - i.e. we must, at some point in our life, say "yes" to Christ as our Savior and we are saved. THAT is Grace - a/k/a the "Good News".

An example of this is in Luke 23:39-43. In those verses, we see Jesus is on the cross and there is a criminal on each side of him. They are also undergoing crucifixion. One of the criminals scoffs at Jesus saying that if He really was the Messiah he would save Himself and them. The other criminal rebuked him saying that they were in fact receiving the due justice for their evil deeds but that Jesus has done nothing wrong, He then asks Jesus to remember him when He comes into His kingdom. As a response to this display of faith, Jesus says to him "Truly, I say to you, today you will be with me in paradise." If it was about works, or earning our way to heaven, this criminal would not have cut the mustard. He was, by his own admission, a criminal getting what he deserved - death. But Jesus, upon nothing more than hearing this man admit his unrighteousness and declare Jesus to be God, tells this man he is saved - i.e. will be with Him in heaven.

So what about good works? What role do they play? Good works are a natural result of faith in Christ. Good works earn you nothing with regard to Salvation but they are a natural result and a reflection of God's love. Good works are performed from a grateful heart - a heart grateful to Christ for buying our sins (something we cannot buy ourselves). As such, where there is no good fruit (i.e. no good works) there cannot be be true faith in Christ.

So whenever you hear a Christian say he/she knows that he/she is going to heaven it's not a boastful statement about how good and righteous they are but rather about how good, perfect and merciful God is through His son Jesus Christ.