Yes, Jesus has shown how great He loves us by giving us His only Son as a sacrifice so that we may be saved. He has shown us in other ways also: by giving us the Revelation of Himself and His will—the Bible. He has not left us without direction or guidance, or with no information on how we are to live in this world.
But dont forget, we owe something to God in return. He wants our hearts; and He wants us to love Him back. This is the way we show God we love Him: “ If you love me, keep my commandments.” John 14:15. And again—“you are my friends if you DO WHAT I say.” John 15:14.