"...the scars to prove it" is a figure of speech used to express that something was an ordeal and left a lasting impression. The connotation is mainly negative, in that somebody might say "I've worked tech support before, and I've got the scars to prove it!", although it is also sometimes used in a joking manner, as in "My mother doesn't take shit from anybody, and I've got the scars to prove it.".

It seems that the original idea behind this expression is that somebody learns from a painful mistake (thus the scars), and is giving advice to another to avoid the same mistake, and therefore hopefully avoid the scars, be they physical or mental.