I encourage you to dig deeper. The story of Jesus Christ is evidence with apostolic succession and a Church that has remained in continuity since. Why believe the lives of people like Socrates or Cleopatra who came before Christ but not all the various sources of the Gospel?

Beyond that, one cannot “prove” God in a scientific sense but can through philosophy and reason reach the conclusion of an uncaused cause, unmoved mover, of pure actuality (Aquinas 5 ways).