Why do most scientists believe that P≠NP?
An NP-complete problem can be transformed into another NP-complete problem. There's an abundance of known NP-complete problems, in fact, one could even say that any really interesting problem is NP-complete. So if you know of a way of solving any NP-complete problem $X$ quickly, you can take any other NP-complete problem, transform it into an instance of $X$, and solve that quickly as well.

Several smart researches have spent a lot of time on researching these hard problems. Despite all the efforts and years, we still don't have a polynomial time algorithm for any of the NP-complete problems. We also have conditional results of the form "if you can do this faster/better, then P=NP".

As for proving the claim, we don't perhaps know much for sure. What we do know is that whatever the proof looks like, it can't be of a certain type. So at least if there ever was a proof, it will have to address how it avoids some known difficulties.

For more details, you could first have a look at Sipser's book, and then the Arora-Barak book.