This is the verse that ends the well-known story of the woman at the well in the fourth chapter of John's gospel. The Samaritan woman who encounters Jesus there goes back to her village to tell them about him (in something of a hurry apparently; she left her water jar at the well). It's interesting to me that we typically make this story about what happened to her, while the passage actually goes on to tell a story about the rest of her village. We actually don't know what happened with her, though we do know what happened with her village. The others in her village actually respond to her report. They have a process of investigation - we see it in verses 39-41 - they didn't just fall prostrate at the feet of Jesus without further ado. They want to see who this Jesus character is for themselves. The word of one of their own got them that far, but more was required. They needed to experience Jesus, not just believe someone else's story about him. They wanted to have their own stories. They didn't want to live vicariously.
At the end of verse 42 the Samaritans respond, "...we know that this is truly the Savior of the world." John is choosing his words carefully. There are several words that can mean "to know" in Greek, and they're all nuanced differently. The word used in this passage is oidamen, which is the first person plural of the verb eidon, which has to do with knowledge gained by personal perception. You're not relying on someone else's testimony, though that might be the impetus for your investigation; you've seen it with your own eyes, you've verified it, and now you know something. You own it.
The Samaritans understood something that we forget: we can't live someone else's relationship with the Lord. We have to build our own, one brick at a time. We have to investigate it and critique it. We have to confront the things we think we know, find out that they were borrowed from someone else, then give them back and start over. The word of someone we trust might be important; maybe very important, but sooner or later we have to form our own, unique connection with our Savior.
When faith is acquired by way of our own experiences, it takes the shape of our souls; it becomes who we are and not just what we believe. You can't broker belief that someone else bought; you have to pay for your own.