I've had some real struggles thinking I'm making it up. There are several things that I hold onto that help me. First, most of my feelings came from denial of my dx. If I was making it up, I could just stop and go back to the way things were before I knew about my parts. Then I wouldn't have to deal with them or the uncomfortable reality. Of course, that conclusion is false. Without accepting my parts I would just become less and less able to cope with my life and my feelings (and my memories, triggers, addictions, everything).
I would hear Yellow shout terrible things at me inside my thoughts and at one of the little ones, saying that all my ideas about parts were fiction and such. Really, she was just trying to maintain the ignorance I'd always had about them, which has been her role since, ever. My T talked to her and got to know her and explained how things are different now than they were in childhood, and how denial doesn't serve us anymore. It was pretty amazing how after that my thoughts and fears about making it up dropped to almost nothing.
Second, if I'm starting to think I'm making it up, so to speak, I tell my best friend, who knows several of us. She emphatically assures me that there is no way I am possibly making it up! And third I recall to mind some experiences I've had with switching that just can't be denied. Like when Ash, he's eight, came out in front of my friend's mom. She was having a rather involved conversation with me, when I noticed my friend's hamster in the cage right next to me. (Ash LOVES that hamster!) After I went home my friend called me and said that I stopped talking to her mid-sentence, picked up the hamster and went into the next room to play with it in genuine eight year old fashion! Her mom didn't know I had parts and was pretty weirded out by that. She was given a short explanation and loves me just the same. Another time, Ash switched forward in the middle of a conversation with said friend. I was co-conscious but without volition (I could watch what was going on but had no control). Ash knew he wasn't supposed to take over the conversation so he pretended to be me and did a terrible job at it. Friend said, "Is this Ash?" To which he replied, "Maaaaybeeeee."