You do need to prove it if you are to disprove your hypothesis. The disproof requires the proof.

Even to yourself, how do you prove it? Maybe you remember it hurting, but maybe this is an artificial memory planted by a hypnotist. How can you know?

You can't. And that is the point. Disproving a hypothesis requires proving something (in this case that it hurt). You can't prove it.

You may convince yourself of it, or prove it to yourself as a working conclusion. But that is subject to change as you learn more.