I know this because Tyler knows this. (1.8)
Right in the first chapter, we get a hint that our narrator and Tyler Durden are the same person. Did you pick up on any other hints?
Everything is so far away, a copy of a copy of a copy. (2.56)
You know how when you make a copy of a copy of a copy, it starts to get fainter and harder to read? Well, this is exactly what happens as our narrator starts distancing himself from the Tyler side of his personality. Tyler's motives get more and more difficult to figure out.
If I could wake up in a different place, at a different time, could I wake up as a different person? (3.94)
Our narrator fantasizes about living a different life. So it's not surprising that he crafts an alternate personality for himself.