If you feel enough skepticism that you need proof to believe in it, then nothing anyone does will be able to give you that proof.
But by you're being on this site, I will assume that the skepticism isn't so great that you aren't willing to learn, if you gain a result from it.
My suggestion is that you work on your perception first. If you find you can treat magic as if it is real, even if only for a little while, then my next suggestion is to start on the basics. If you find you cannot, then my suggestion is work to be able to accept it as if it is real, that way you will be able to experience it as real.
If you need any help with the basics, I'm still kicking around here to ask, and I'm willing to help anyone out.
The basics are: Meditation, Visualization, Energy manipulation, Grounding/Centering, Sheilding/Circle casting, Correspondences (aka Elements, Moon phases, Colors, and Days).
Though in some schools of thought you really don't need some of these. ;)