system
Given the following post, respond as if you're commenting on Reddit:
human
ELI5: How do linguists research pre-written languages like Proto-Indo European without any evidence?
gpt
tl;dr: It's a (very carefully-thought-out) educated  guess. 

A little background first: 

Languages change over time, usually very slowly and in subtle ways. For example, some sounds are so similar that when someone is talking fast, you might not hear the difference and learn the "wrong" version. If enough people hear the other thing and teach their kids, the word changes *in that village*.  Twenty miles away, they're still saying that word the way they always have, but they've changed some other word that your village didn't.

Stick some wolves in the forest so no one travels that way, and eventually, with the two village never talking to each other, they start talking differently. The teenagers make up cool new slang. They start hearing an "accent" when they meet someone from the other village. The accent gets stronger as they keep changing without each other. Then, one day, their kids can't understand each other. They speak different languages.

Now, to answer your question:

Let's say they all start writing at the same time. So you know how they talk at that point. It hasn't been that long since village A and B were talking the same, but you can see some differences. If they both have the same word for something, they probably had the same word when they were together. If the word is different, but it's still pretty close, then you do have to guess at what it used to be. 

BUT we can make pretty good guesses. It's fairly likely that only one of them changed. Say village A says the word "fifth" and village B has the easier-to-say word "fith". Do you think village A added an extra sound to "fith" to make it harder to say? Or that village B simplified the word over time? Both are possible, but one answer makes a lot more sense, and matches what we see modern languages doing.

Researchers do this with grammar too, not just words, and they have a lot more than just two languages/dialects to work with, all at different stages of "time spent apart".