I am taking a course in philosophy from EdX. So far it is very interesting. They are discussing some of the historical philosophical arguments at the moment and while on the surface they seem pretty silly [have you ever tried to prove to yourself that you exist? Really?], the basis for the concepts is valid and really quite interesting.
Given the arguments they are proposing it appears that absolutely nothing can be proven conclusively. There is a point at which you have to decide a standard for taking things on faith. I suppose that’s why it is often considered a soft science like psychology.