You are thinking and exhibiting curiosity in posing your questions. No results of philosophy or psychology could make this any more or less certain.
In any case any proof that we think would have to be conducted through thinking. A philosopher or psychologist would have think in order to prove that they themselves or others were thinking. But how could they think without knowing that they were doing so ? In which case no proof that they were thinking would be needed.
There's nothing wrong with the above but your question raises two philosophical problems that are by no means easy to answer.
▻ Other minds
If it's clear that you are thinking and are curious, this offers no grounds for supposing that there are other minds that are also thinking and are also curious. We cannot be certain on logical or empirical grounds that there is any mind at all in any body that we perceive or otherwise are aware of. (Anil Gomes, 'Is There a Problem of Other Minds?', Proceedings of the Aristotelian Society, New Series, Vol. 111 (2011), pp. 353-373.)
▻ The mind as a continuant
Suppose you can solve 'the problem of other minds' and prove or otherwise satisfy yourself that other minds exist, this would not prove or do anything to show that 'we', as minds, have a continuing existence over time. Descartes clearly recognised this point in Meditation 2 when he said that the 'cogito' had only a point-instant certainty. 'I think, I exist' - I exist if I enact this thought but the cogito offers no guarantee that the mind that enacts the cogito at time t2 is the same mind that enacted the cogito at time 1. 'But I remember enacting the cogito at time 1 !' This statement lacks certainty since you may have only a false memory belief that you enacted the cogito at t1. (See the 'I am, I exist - that is certain. But for how long ?' passage : The Philosophical Writings of Descartes, II, tr J. Cottingham et al, Cambridge : CUP, 2008 : 18.)
I wouldn't for a moment suggest that there aren't powerful responses to both problems - knowledge of other minds and knowledge of the mind as a continuant. Also it may well be, and I myself favour this approach, that 'the mind' is a suspect entity, a reification (a treatment) of various properties, processes, relations, &c., as if they were a thing or entity. But this takes us beyond the limits of your question in the terms in which it is set.