Here is how you prove it to yourself, step by step. Obviously it's not going to hold up to scientific scrutiny.
1) Stop watching research and masturbating for at least 3 days. There's a reason practically every western church tells you not to.
2) Identify something you would like that is plausible (no giant rampaging monsters for example), at this point it'll probably be to know if god exists. Also, if it's something that would go against the spirit of the bible (10 commandments for example) It's not going to work either.
3) Go to a quiet, secluded area (your room, the park when no one is around, ect.) and pray. Ask your question or make your request sincerely, if you aren't serious, how can you expect him to be?
4) Keep an open mind for the next week or so. If someone invites you to church for example, go. If you feel like doing something you wouldn't normally do, like taking a walk, do it. God works through seemingly random, unconnected events. If you let him nudge you in the right direction. You will be surprised how effective this can be.