Fantastic question!
You are right, we cannot see molecules directly with our naked eye. However, over the past few centuries, science has developed a multitude of tools and theories that shows us time and time again molecules and atoms (their constituents) do exist. In fact, atoms have had a fascinating history.

In the early days of the Greeks, Democritus (along with several other philosophers) had a thought experiment. He asked what would happen if he kept dividing some material in half, eventually he would come upon some piece that could no longer be divided. This he called the "atom" (which literally means indivisible).

Since then, many experimental techniques, in combination with theoretical calculations, have provided us an indirect way of measuring properties of single molecules or atoms. For example, molecules wiggle at specific frequencies (i.e., the bonds between the atoms that compose them fluctuate). You can shine light on these molecules to measure these wiggles. Another example is in biology, where you can tag a molecule such as a protein or amino acid with a fluorescent tag that make pretty images . The previous link has those images.

We are also able to measure individual molecules or atoms based on some other property such as mass, charge, or magnetic moment. You can read an example of it here . Don't worry about understanding everything; you'll learn many of the concepts as you go through school.

Today we are at the point where we can actually "see" individual atoms, and we can even manipulate them.

Most famously in scientific pop culture is when IBM used a scanning tunneling microscope to move individual Xe atoms to spell out IBM in 1989 . Each of those bumps in the picture corresponds to a Xe atom!

It has been nearly thirty years since then, and we've gotten even better at measuring atoms and molecules. You can read more about it here .

For a long time, ancient people in places like Greece and India thought everything was made of something like atoms and molecules, but there was no proof. Finally chemists and other scientists did a lot of experiments to prove that everything is made of atoms and molecules. Some scientists noticed that tiny particles in water would wiggle around. Einstein figured out that water molecules were pushing on the tiny particles.

Wave your hand through the air. You will feel the wind as your hand moves through it. What you are feeling is the air molecules striking your hand.

We cannot see molecules with our bare eyes. But there are a lot of other scientific tools which could help us to visualize the molecules or even smaller scale atoms. Those tools are the microscope, the scanning electron microscope, etc.