I said, "Ok, prove what?"
He then said "What does 'prove it' mean?"
I thought for a moment on how to a explain this concept to a 3 year old.
I said "'Prove it' means you have to show me that what you say isn't pretend."
After this, there was no follow up question at the time, and we were off doing something else.
Later in the afternoon, I decided to see if he remembered the definition I gave him.
I picked an obvious toy in the playroom that we both could see. I then asked him "Where is the [toy]?"
He glances over at it, then replies with a smirk "In the living room."
I, seeing the opportunity, said "Oh yeah? Prove it."
Seth paused in silence.
I said "Do you remember what 'prove it' means?"
"It means you have to show me that what you said isn't pretend."
He then runs to the living room and runs back, sticking out his empty hands and said "Here it is!"
I laughed and said "I don't think so. Try again."
Seth replied with "D'oh!" and ran around in a circle. He then runs off with the pretend toy and returns saying "I put it in the box in the living room, Mama. See?" (big grin)
There was, in fact, a box in the living room. The toy, however, was still in the playroom sitting there as plain as day.
"Oh, I don't think so. It's right here, see?" I pick up said toy.
He immediately averts his eyes and laughs. "No, no, no, no! It's in the living room!" and runs off again (this time getting distracted by something else).
Seth, at age 3, has just figured out religion. Further, he now knows the difference between religion and science. I think my kid's gonna turn out alright. ;-)