I recently started to read Martin Luther's The Bondage Of The Will, which, so far, is riveting. I haven't got too far in it, yet, but something struck me as curious in his section entitled, "Erasmus' Scepticism". What I'm talking about is contained in the following passage:

That there are in God many hidden things which we know not, no one doubts: as He himself saith concerning the last day: "Of that day knoweth no man but the Father." (Matt. xxiv. 36.) And (Acts i.7.) "It is not yours to know the times and seasons." And again, "I know whom I have chosen," (John xiii. 18.) And Paul, "The Lord knoweth them that are His," (2 Tim. ii. 19.). And the like.
Luther says that there are things which, while God knows them, we do not know them. Now, that's obviously a Scripture truth, which, probably, could be instantiated infinitely, inasmuch as God's knowledge is infinite. But, I really don't know what to make of his mentioning 2 Timothy 2:19 KJV as though it were a verse in which that truth is being taught or implied.

Is it really the case that the Lord alone knows "them that are His", and that "them that are His" do not/cannot also know that they are His? If it is, then it must necessarily, always be out of sheer ignorance, and wishful thinking, for anyone to say "I am the Lord's" or "I am one of Christ's", etc. And, how rotten--how horrifying--a thing to not know/to not be capable of knowing that one belongs to the Lord.

Here's the Lordship-Salvationism take on this question:

A Christian may get himself into trouble, but he will never ultimately jettison his faith because he will persevere. Whenever trials come into your life or mine, they prove the genuineness of our faith by giving us the opportunity to persevere. And having persevered, a believer can look back and say, "Yes, I know I belong to the Lord."
Aside from this "encouragement", this "counsel", being ridiculously worthless, it's also not too difficult to notice how it is in stark contradiction to what Luther seems to be implying, above. If one, on the one hand, says, "Only God knows them that are His," and then, on the other hand, "I know that I'm one of His", he/she has obviously (to say the best) not put on his/her thinking cap.