There are many things that, with diligence and persistence, can be proved or disproved. However, in genealogical research, there are people that may never be found, dates that can never be proven and family stories that can never be verified.
Every genealogist comes upon a brick wall in their search now and then. The trick is to persist in the search while recognizing that there are times when the best decision is to let that branch of the family rest for a while as you move along to other branches. No one branch is dependent on the information from only one individual, so when brick walls appear, climb them, go around them, or just walk away for a while. It may be that you will never be able to go beyond that wall on that particular line, but don't let that stop your research. When obstacles appear, working on a different line will keep the thought processes fresh.
Long-time researchers will tell you that they have put aside research on one individual only to find them months or years later while looking for someone else. Following related paths, you may find that your family lines overlap in places. Years ago people married who they knew. If the town where they lived was small, it would have been common for family lines to touch and branch apart again in places. Before society understood the possibility for genetic problems when two related people married, it was also common for cousins to marry.
However, with all our understanding, diligence, and continued searching, there will be things we can never prove. It is ok to make notes about what you think may have happened as long as you document that it is only a guess. It is ok to follow another trail for a while knowing that you may never be able to go forward on the old trail, no matter how hard you try.
Genealogy is an exacting science, but incomplete at best. Learning to live with and work around the gaps in what we know is perhaps the hardest part.