You can prove it from the definition of the factorial operation, which defines $0!=1$. The question you should be asking is why we define it this way.
One argument in favor of this definition is that it preserves the important property that $$(n+1)! = (n+1)\cdot n!$$ even when $n=0$. If we want to use this property to reason about factorials, we either need to accept that $0!=1$ or else be prepared to fill our arguments with special exceptions for $n=0$.
A different kind of argument proceeds from the objects that the factorial function is intended to model. $n!$ is intended to be the number of ways of making an ordered list of $n$ distinct objects. So for example $3!=6$ because there are six ways to order a list of three items:
$$\begin{array}{ccc}
(123) & (132) & (312) \\
(213) & (231) & (321) \end{array}$$
And $2! = 2$ because there are two ways to order a list of two items:
$$\begin{array}{cc}
(12) & (21)\end{array}$$
And $1!=1$ because there is one way to order a list of one item:
$$\begin{array}{c}
(1)\end{array}$$
And $0!=1$ because there is one way to order a list of zero items:
$$\begin{array}{c}
()\end{array}$$
$()$ is unquestionably a list of zero items, so why wouldn't you count it?