hereorthere-
There is no need for “proof”. Halacha, that is issur v’heter never requires proof, only reasonable assumptions. We follow rov and chazaka even though we know for a fact that there are exceptions to the rule, because the Torah says we aren’t responsible to clarify the matter more than that.
You ask if someone who follows a rav will have an easier time keeping chumras properly than one who does not. The answer is that if you have rav who really knows halacha and understands you and your strengths and weaknesses he will not tell you to keep a chumra that is to hard for you. Finding a real rav with those qualifications takes work, but it is certainly worth the effort. Otherwise, if you aren’t qualified to make halachic decisions yourself, you’re like a blind man groping in the dark, and you are likely to make many mistakes. Just like if you wanted to build your muscles it would make sense to hire a personal trainer, especially if you don’t know much about working out; similarly if you want to build your observance properly you’ll want to get a rav who can guide you how to do it right.