We can see the Earth is round from space; unless there is a huge conspiracy...
We can see the Sun light illuminating the surface of various things in the Solar System and see the Sun not illuminating the opposite side of these same things (we can also measure the energy going into something and then radiating outwards again to gauge where the energy is coming from; that's outside this discussion though!).
We don't have to do the experiments ourselves because we have a class of people to do that work for us - scientists. We trust what they say because there is not world wide conspiracy to mislead. Unless there is, of course...
I don't need to prove that the person I am talking to every morning is actually my wife and not a construct of____ (insert any random nonsense idea here). I accept that she is my wife because not to do so is stupid.