Since I am a mathematician, I give a precise answer to this question. Thanks to Kurt Gödel, we know that there are true mathematical statements that cannot be proved. But I want a little more than this. I want a statement that is true, unprovable, and simple enough to be understood by people who are not mathematicians. Here it is.

Numbers that are exact powers of two are 2, 4, 8, 16, 32, 64, 128 and so on. Numbers that are exact powers of five are 5, 25, 125, 625 and so on. Given any number such as 131072 (which happens to be a power of two), the reverse of it is 270131, with the same digits taken in the opposite order. Now my statement is: it never happens that the reverse of a power of two is a power of five.

The digits in a big power of two seem to occur in a random way without any regular pattern. If it ever happened that the reverse of a power of two was a power of five, this would be an unlikely accident, and the chance of it happening grows rapidly smaller as the numbers grow bigger. If we assume that the digits occur at random, then the chance of the accident happening for any power of two greater than a billion is less than one in a billion. It is easy to check that it does not happen for powers of two smaller than a billion. So the chance that it ever happens at all is less than one in a billion. That is why I believe the statement is true.

But the assumption that digits in a big power of two occur at random also implies that the statement is unprovable. Any proof of the statement would have to be based on some non-random property of the digits. The assumption of randomness means that the statement is true just because the odds are in its favor. It cannot be proved because there is no deep mathematical reason why it has to be true. (Note for experts: this argument does not work if we use powers of three instead of powers of five. In that case the statement is easy to prove because the reverse of a number divisible by three is also divisible by three. Divisibility by three happens to be a non-random property of the digits).

It is easy to find other examples of statements that are likely to be true but unprovable. The essential trick is to find an infinite sequence of events, each of which might happen by accident, but with a small total probability for even one of them happening. Then the statement that none of the events ever happens is probably true but cannot be proved.