Well, I suppose that one of the main proofs that Shakespeare was a real person, besides all his works, is the fact that we have his body and it is buried:
William Shakespeare is buried in the chancel of the Church of the Holy Trinity in Stratford. A stone slab - a reproduction of the original, which it replaced in 1830 marks his grave. It bears an inscription, perhaps of Shakespeare's own words:
GOOD FREND FOR JESUS SAKE FORBEARE,
TO DIGG THE DUST ENCLOASED HEARE.
BLESTE BE Ye MAN Yt SPARES THES STONES,
AND CURST BE HE Yt MOVES MY BONES.