How To Be Certain That My FIR Has Been Filed?

When an FIR is registered and written down by the police it is done in triplicate.

One copy remains with the police and is filed in their FIR register , the second copy goes to the magistrate and the third should be handed over to the person who filed the FIR. 

One must insist on getting a copy of the FIR immediately as it is the proof of the FIR having been registered. The copy is to be provided free of cost by the police.

Read After Filing A FIR: What Happens Once An Fir Has Been Registered?