At that time, Einstein was eagerly waiting for news about the results of the British eclipse expedition by Eddington, who had tried to measure the deflection of light by the sun as predicted by the general theory of relativity. Einstein's theory of general relativity is a remarkable achievement of a brilliant mind that knew how to make use of mathematics. Einstein had to try around somewhat before he found the correct equations, but once he had arrived there, he had little doubt they did describe nature correctly.
In her memoir "Reality and Scientific Truth: Discussions with Einstein, von Laue, and Planck", Ilse Rosenthal-Schneider remembers on of her meetings with Einstein from that time:
Suddenly Einstein interrupted the reading and handed me a cable that he took from the window-sill with the words, "This may interest you." It was Eddington's cable with the results of the famous eclipse expedition. Full of enthusiasm, I exclaimed, "How wonderful! This is almost the value you calculated!" Quite unperturbed, he remarked, "I knew that the theory is correct. Did you doubt it?" I answered, "No, of course not. But what would you have said if there had been no confirmation like this?" He replied, "Da könnt' mir halt der liebe Gott leid tun. Die Theorie stimmt doch." ("I would have had to pity our dear God. The theory is correct anyway.")
We thank Toby Bryant for reminding us of that story! According to the Einstein biography by Albrecht Fölsing, Einstein did receive a telegram from Lorentz in Leiden on September 22, 1919, reporting preliminary results on the light deflection as compatible with the prediction of general relativity.