Imagine this situation:
One warm night of 1890, you go home from a pub. You pass a creepy house. In the half-open door, you see the outline of a machine. You go in, and open the lights. You see a big machine, exactly like those time machines you imagined of when you were small. You sit in it, pull the lever, and... you fall out. The worlds goes black.
Then, you wake up, and you see everything is different. It isn't nighttime anymore, the room you are in looks a bit different then you remembered, and... there are two city officers shouting on you what the hell are you doing here. You ask, "What year is it?". "1890" "What!? Are you kidding me?" Sounds like you just got drunk too much last night. But the problem: They think you came from the future! That this is some kind of modern 20th century time machine you are on. The guards insist you come with them to some place and say something about time travel. You exclaim: "But I'm not from the future!" "We're not going to let you run just like that! You just came from another time and we're gonna let you go? No way! Now come on!"
So you screwed up. Again. How on Earth can you prove you're not from the future to a 19th/20th century person? How could you prove this to a 21st century person?