The first is the accuracy of the historical record. While we cannot prove it beyond a shadow of a doubt, there is strong evidence that Moses, Abraham, Jesus, and the apostles actually existed. Furthermore, much of the history of the Jewish people as depicted in the Old Testament has been verified through contemporary accounts from other cultures. Now the more difficult question arises regarding those biblical stories that challenge belief. Examples include: creation, Jonah and the whale, Methuselah, Lot's wife, Virgin birth, miracles of Jesus, and the resurrection. While fundamentalists contend that every word of the Bible represents historical and spiritual truth, most mainstream Christians are willing to accept that some of the biblical accounts are meant as instructional legend, rather than literal history. Which are legend and which are historical fact is the subject of much debate.
The second issue is proof that a religion is "right." I can tell you unequivocally that the answer to this is "no." The reason that this is so is that religion by its nature requires the believer to accept certain precepts on faith. Areas of human experience that can be understood through physical observation and repeatable experimentation are defined to be science. Everything else is outside nature (supernatural), and is explained either by religion, or by acceptance of the fact that our human nature is inadequate to explain the mysteries of life.
This is not intended to be an attack on religion. Quite the opposite, religion provides comfort and inspiration to most of the people in the world. It not only provides answers to the troubling questions of existence that science can't answer, but (at its best) it inspires people to perform acts of kindness for their fellow man.
Have their been atrocities committed in the name of religion? Of course. But you can't blame religion for this, anymore than you can blame a knife that is used in a stabbing, or blame fire when someone is burnt. Religion is part of our culture, and helps to pass on moral values to our offspring.
Most religious ideals are based on books, people, myths and legends. We cannot prove that these God/Gods that they worship are real, and that itself already means something. Religious ideals are based on religion, created by man and manipulated by man to benefit man's cause. Therefore religious ideals cannot be 100% proven.