Why do questions like this always have to relate to the Matrix somehow? The Matrix got its material from outside sources. It didn't invent anything other than bullet time.
There have been cases where children (in fact, this still occurs in some people who take meds for ADHD) would actually see snakes and worms crawling on their limbs. Not only would they see these animals, but they could feel them, smell them, and hear them.
What is my point? Our minds create our reality. If something alters our mind, it alters our reality. There is no point in trying to prove you exist to someone else. If you believe you exist, then you do. If you believe you don't exist with every fiber of your being, then you probably won't. That came from a quantum physicist btw.
@ : Actually, he was a member before I was. So technically, I'm probably a figment of his imagination =/.