This is actually really easy to prove to yourself. Just try to do something that you historically find hard to do, like making a habit of going to the gym or something that you "know" should be good for you. If you're anything like me, you'll mysteriously find yourself unable to do it consistently, even though you know that it's a good idea. The only conclusion to make is that there must be more to yourself than just your conscious mind, because if there wasn't, there'd be nothing to stop you.