Two things going on here:
A relationship with Jesus which like a relationship with a grandparent who has passed away, is a hard thing to prove.
Secondly, your ability to convey knowledge about why the claim, "Jesus is God, and therefore worthy to be followed and commit one's life to," is true and not false.
1 Peter 3:15 says:
"But always being prepared to make a defense to anyone who asks you for a reason for the hope that is in you; yet do it with gentleness and having a good conscience, so that, when you are slandered, those who revile your good behavior in Christ may be put to shame."
No one starts off being able to give reasons for most of their beliefs let alone your set of exclusive religious claims in a pluralistic culture.
But you should start to work on presenting your argument.
The relational aspect will serve as a narrative explanation of how your life was transformed through your relationship with Jesus. This is proof in the sense that any witness's testimony in a courtroom is proof.
I prefer the term "evidence" since we are not doing a math problem here. Further we can't prove that we ate lunch yesterday, or that our dead relative existed in some cases.
After writing out testimony, then go to a site like
reasonablefaith.org and look at various arguments for theism and then Christianity.
I don't recommend doing any evangelism initially until you are very comfortable with both of the presentations above. Infidels, seekers, skeptics, agnostics, Christians in our culture are poorly trained in critical thinking generally and will use formal and informal fallacious reasoning that to the untrained mind will appear compelling despite it being self-refuting and false.
Good luck.