They didn't come to this conclusion apart from God pricking their hearts. Not one of those who were saved the day of Pentecost got up and said to themselves...I think I'll get saved today. God drew near, made His presence known, sent a preacher to preach, poured out His Spirit, pricked the hearts of 3,000 people, and added them to the church. This is exactly what Jesus promised when He said...I...not someone else...will build my church...And He had the disciples wait until they were endued with power.
I wonder...God chose Israel out of all the nations of the earth to enter into a special and peculiar relationship with. Anyone have a problem with this. He took a people that didn't exist, made them into a nation and dealt almost exclusively with them. He told Israel it would be ok if they didn't participate? He asked their permission? And no one objects to God's sovereign choosing of Israel in this manner? Yet God decides to create a spiritual humanity in the image of His Son, call it His kingdom, and He suddenly is unable to act sovereignly?
Oh well.