"Prove it"

That's not how science works either. Nothing is 100% proved but we have enough evidence to suggest it is way more likely than your theory:

1. ​There is a massive gap between the origin of the universe and the arrival of anything with a nervous system.
2. Drugs alter consciousness, as does brain damage. If consciousness was independent of matter this wouldn't be the case.
3. If consciousness existed first and could somehow create matter it would violate the Law of Conservation.

You could speculate about anything but without evidence you're just making up your own form of religion mixed with solipsism.