"...a physicist says that we have parallel universes,how can he prove that we actually do..."
Few scientists *say* that parallel universes exist. What they say is that it's *possible.* Big difference.
"...space/time but its all just things that they can never prove..."
Space/time *is* distorted by the presence of mass. This has been proven over and over again since Einstein first developed the theory. Look up how so-called gravitational lensing works and you'll see what I mean.
"...Physicists can form an experiment to see if a black hole would send you back in time..."
Once again, time dilation (that's what you're talking about here) has been proven countless times by many different experiments.
Worm holes are consistent with the laws of physics. That makes such things *possible,* but as you say no one has ever found one.
"...black holes exist,anyone can prove it by pictures but how do we know what happens within it and the effects of it..."
Up to a certain point, what goes on inside a black hole can be *assumed* based on existing physics. Beyond that region of a black hole called the event horizon, we know absolutely nothing, nor do the known laws of physics work.