What Proof Do We Have that Heaven Even Exists?
The best indication is the historical account of the resurrection of Jesus from the grave three days after He was put to death, which His followers celebrate at Easter. Jesus spoke / foretold of the fact that He would be put to death and then rise from the dead. His resurrection confirms for us that not only is there an existence beyond this life, but also that He did die in our place to satisfy the penalty of our sins and those of the world. The resurrection of Jesus from the dead and His Ascension from the earth is the central point of our faith and hope in Heaven that distinguishes Christianity (following Christ) from all the other claims, promises and teachings of ALL the other religions / belief systems in this world. Those leaders, whether they be Siddharta Gautama [Buddhism], Confucianism, Hinduism, Muhammad [Islam], Charles Taze Russell [Jehovah Witnesses], John Smith [Mormons], etc., made great claims, wrote accounts of how their followers should live, but they are all dead and buried. Only Jesus substantiated His teachings with the power of His resurrection.
Because Jesus lives, we have a sure and certain promise of eternal life. It should be noted that other belief systems may deny that Jesus truly died and was resurrected, but history (both Biblical sources and non-biblical) provide overwhelming, compelling evidence that is beyond any doubt or contestation. As an example from a biblical standpoint, under Jewish Law, something had to be corroborated by 2 or 3 witnesses to be considered as sufficient evidence. The Apostle Paul‘s great summary on the truth of the bodily resurrection of Jesus in 1 Corinthians 15 mentions over 500 eye-witnesses of the resurrected Christ, many who were still alive at the time the letter was written. And as you know there is no better proof than an eye-witness account and those who likewise were willing to give up their lives for the faith and hope they had in Jesus. (Take a look at 1 Corinthians chapter 15.)