Yes, suppose Jesus appeared to you and showed you his pierced hands and his pierced side. He told you that you would be saved and be with him some day.
Would you believe that? I wouldn't. I might be hallucinating, or perhaps it was something I ate, or perhaps it was a dream? I could not be certain of this.
But I thank God for his Holy Scriptures that says "For whosoever shall call upon the name of the Lord shall be saved" (Rom 10:13).
I like that verse. If I thought I saw Jesus, I would be happy today, but tomorrow I may begin to doubt. Maybe I was dreaming? Or maybe it was a false angel trying to deceive me?
But I love Romans 10:13, if I begin to doubt tomorrow I can look it up and it will still be there. If I doubt next week I can look it up and it will still be there. If I doubt 20 years from now I can look it up and it will still be there. It will be there forever.
I'll take the Word of God over some sort of experience every time.