Knowledge of the Earth's interior is based on the reactions of seismic waves from earthquakes to the density and state of materials that they encounter. Seismic waves travel at differing speeds through different materials (and also, at different speeds through material of different states, i.e. , liquid or solid).
Because we know the size of the Earth, by measuring how long it takes to pick up on seismic activity on opposite sides of the Earth, we can gauge about how much of the Earth is solid, liquid, made of a certain material, etc. Some of it, also, is based on our current understanding of how the Earth formed - mainly, that as our planet formed and cooled, the heavier materials such as metal sunk to the center. Rock that is torn off and expelled by volcanism is studied as another indicator of what lies below the surface. Another clue lies in meteorites that have landed on Earth known as Chondrites.
These can indicate the material from which planets are formed. The study of Earth's magnetic field and gravitational properties also indicate or strongly infer what lies deep in Earth's interior. Knowledge of the shallower (but otherwise difficult to access) oceanic crust and mantle has been gained due to a process known as obduction where oceanic crust is forced over continental crust.
These rocks are known as Ophiolites and give Geologists direct access to the rocks in question.
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