How do we know that God's mercy is for His sheep?

In Scripture, particularly Romans 9:15, we see God declaring, 'I will have mercy on whom I will have mercy.' This assertion reflects the sovereignty of God in matters of grace. His mercy is not earned or deserved; rather, it is bestowed according to His will. In this context, being among God's sheep signifies being recipients of His electing grace. Those whom He has chosen will certainly experience His mercy, as He provides for their spiritual needs through the sacrifice of His Son, ensuring their eternal life.