The Tor system works by connecting to a Tor node.
That Tor node then connects to a deeper Tor node, which connects to a deeper Tor node, which connects to an exit node.
How do I know that there's no rogue entry node which is just faking that it's creating a deeper node, while it's really an entry node and exit node, and is logging all that you do (since it knows your IP address and is the exit node)?