I recently (read: sometime in the last two years,) developed, independently, a believe that I alter my reality with my thoughts and feelings. I thought this was kind of out there, and that it was probably an indication that I needed therapy, since I had never heard any one else mention it. Later, however, I found out that apparently that line of thought is actually an old belief called the Law of Attraction.
From Wikipedia:
"a
person's thoughts (conscious and subconscious), emotions, and beliefs cause a change in the physical world that attracts positive or negative experiences that correspond to the aforementioned thoughts, with or without the person taking action to attain such experiences. This process has been described as "harmonious vibrations of the law of attraction"
[1], or "you get what you think about; your thoughts determine your experience"."
Basically, if you expect something to happen, good or bad, then it will. This is also linked to the subconscious. For example, if you are trying to get a job, but you really don't want to work there, then your efforts don't count for much. Your desire to not get that job will cause something to happen that will prevent it from happening. Likewise, if you expect something awesome to happen, then it will.
Think about it...how often have you thought about someone you hadn't talked to in awhile, and then they called you a few days later? They were on your mind, and if you missed them, or had the desire to talk to them, then you likely caused that phone call to manifest. It sounds crazy, that you can control the universe with your mind, but depending on what you believe the universe is, it kind of makes sense.
You would think this would be an awesome thing, and that controlling the world with your will power could only bring happiness, but consider this. You're in a relationship with someone you find very attractive. Something happens to cause you to question your loyalty and/or love for that person. That doubt would then transpire in events within that relationship, likely causing problems. To take it a step further, if those problems do transpire, and they scare you into thinking the relationship will go downhill, then it will, simply because you expect it. How about those of us disappointed with the way the government and/or society is being run today? If you expect things to get worse, then they will. I have personally done experiments with this, and I've only had one or results incongruent with the what should have happened. However, they were anomalous, not necessarily counter-evidence.
Now, one could say there's no proof, since the whole concept is metaphysical and material data is impossible to generate. One could also say that expecting something, then having it happen, is simply good observation skills, or some form of ESP. And you could be right. There's no way to argue against those points.