Something to watch for, which I learned from stage magic but which is extremely relevant to detecting scams as well:
The magician or scammer will *tell you* how he is going to prove his honesty.
The magician rifles through the deck until you say "stop", then he says, "Are you sure? I'll keep going if you want." and asks "Now, you agree that you could have stopped anywhere you wanted, so there's absolutely no way I could know which card you got" and because it's a magic show and you aren't paying close attention you didn't notice he didn't deal a card from where you stopped, he dealt the bottom card of the deck.
The magician doesn't ask you, "What would it take for you to believe this" because you might say, "I'd need you to use a sealed deck" or "I'd have to personally shuffle the deck" or some other proof that would make the trick impossible.
Magicians say "You agree that if I did *this*, it would mean *that*, right?" and you say yes, and it feels like you are the one who got to verify things, but of course the magician is lying and the proof is nothing of the kind.
Scammers do the same thing. A really concrete example is phone scammers pretending to be working for the government will say, "Look, I see you're skeptical if I'm who I say I am, I'm going to hang up and call back, and you'll see on the caller ID it says, 'FBI' and that tells you that I'm really working for the government."
Now, caller ID can be spoofed pretty easily, so it doesn't prove anything at all.
But it *feels* to you like you demanded proof and the scammer was willing to give you the proof.
But you didn't tell the scammer what out would take to prove it to you, the scammer told you what the proof would be.
This is actually like a really basic thing to look for if you want to start decoding magic tricks and scams.