Ping operates by sending Internet Control Message Protocol (ICMP) Echo Request packets to the target host and waiting for an ICMP Echo Reply. The program reports errors, packet loss, and a statistical summary of the results, typically including the minimum, maximum, the mean round-trip times, and standard deviation of the mean. If all sent packets are echoed back, the destination is alive.
In short, ping is actually two different ICMP (Internet Control Message Protocol) packets. To ping a host you first send a ICMP Echo Request Packet, the host will then reply with an ICMP Echo Reply.
I don't exactly know that my packets are received, I just assume that when I get a reply. Quite similar to me asking you a question and not knowing whether you have heard me till you reply.