jesus could just have written 'I am Jesus' in large letters on the moon so it would be visible with a primitive telescope from earth and carefully instructed his disiples it would be there if they looked for it 15 centuries later.
Now that would have been the ultimate proof for all of us! Except, Jesus never really explained in black and white what true worship/religion is, and what the actual doctrines of the true church are- otherwise we wouldn't have all these denominations/sects, uh, like this pesky JW religion. He let the man Paul, who had visions, figure it all out for us after the fact.