It is possible to prove that the world is not real.
According to Hindu religion the whole universe is an illusion but you can prove that really this is true, I will explain how.
As per the modern science, the universe is made up of molecules and atoms. Now if you go into an atom, it is made up of nucleus and electrons. Then the nucleus is made up of up quarks and down quarks.
What are the subatomic particles? Is it something like like a sphere like what is shown in the textbooks?
The modern science says that it is an energy state, not something like football.
This itself proves that the whole universe is made up of energy States.
In another word, if you go into the subatomic particles, you cannot see anything but you will feel only energy states.
This is called illusion.