Evolution is an observed fact, and a theory. But a "theory" in science is not a guess.

Image left: Tiktaalik generally had the characteristics of a lobe-finned fish, but with front fins featuring arm-like skeletal structures more akin to a crocodile, including a shoulder, elbow, and wrist.

Evolution really is an observed fact.  You can't really deny that once you look at the evidence.  Life evolves. Life changes to survive in a changing environment.

What is so unbelievable about little steps adding up to a huge journey?

In addition to many examples of microevolution (slow change of one species over time), macroevolution has been observed.

We've observed the creation of not just one species, but several species plants and animals, both with and without human intervention.  Evolution is an observed fact. We've seen it happen. Really.

We were not around to watch ourselves and most other current species evolve, but we are made of the same stuff as these other species, and there are plenty of clues in the dirt and in our bodies about our origins.

When and how it happens, at the molecular, system and population level is still being worked out. This is why evolution is both a theory and a fact.

Small local reactions by self organizing systems ( life ) have added up over time. And here we are. The best evidence available (lots of it) says that we evolved just like the other life around us.

The word "theory" to a scientists means something different than most people understand:

Scientific Law: This is a statement of fact meant to describe, in concise terms, an action or set of actions. It is generally accepted to be true and universal...  Some scientific laws, or laws of nature, include the law of gravity, Newton's laws of motion, the laws of thermodynamics, Boyle's law of gases, the law of conservation of mass and energy, and Hook’s law of elasticity.

--- Scientific Theory: [In science] a theory is more like a scientific law than a hypothesis. A theory is a coherent explanation of a set of related observations or events based upon proven hypotheses and verified multiple times by detached groups of researchers. It has to be internally consistent, based upon evidence, and must hold true for a large number of facts and observations about the natural world. Theories are models of reality constructed to explain and predict real phenomena.  One scientist cannot create a theory; he can only create a hypothesis.

--- --- Scientific Hypothesis: This is an educated guess based upon observation. It is a rational explanation of a single event or phenomenon based upon what is observed, but which has not been proved. Most hypotheses can be supported or refuted by experimentation or continued observation. - ws, sl, wi

Our sun is orbiting the center of the Milky Way Galaxy. Believe it? Why?  If you think evolution is "just a theory," you could say the same thing about our sun orbiting Sagittarius A.  The evidence is roughly the same in terms of what a person on the street can observe ... at first glance, pretty much none! But... stars emit light. And light can be broken down into colors with a prism, and when you look at the colors, you can tell if the light source is moving toward you or away, and if you do that for enough stars, a pattern of motion emerges.

And if you look at the fact that offspring resemble parents, and that there is random variation due to genetics, and patterns of genes among different life forms, and if you look at the available fossils, and the huge time span life has been around on this planet, and at living examples of micro and macro evolution, a pattern for all life emerges. Subtle, but real, not invisible like a god.

For a while in our history, the sun was a god.   Over time, the "sun god" being worshiped evolved into the  "son of god" being worshiped. You see, it evolved. It grew an "of".

Concepts evolve too. Just as our technology has evolved. Farming, plumbing, electricity, weapons, medicine, computers!

I know I'm spinning my wheels. If transitional fossils, real physical evidence, have not convinced a person, then I don't know what could.

Wikipedia has a nice summary of the evolution debate.

... A common claim of creationists is that evolution has never been observed.^[71] Challenges to such objections often come down to debates over how evolution is defined (see above). Under the conventional biological definition of evolution, it is a simple matter to observe evolution occurring. Evolutionary processes, in the form of populations changing their genetic composition from generation to generation, have been observed in different scientific contexts, including the evolution of fruit flies, mice and bacteria in the laboratory,^[72] and of tilapia in the field. Such studies on experimental evolution, particularly those using microorganisms, are now providing important insights into how evolution occurs.^[72][73]

In response to such examples, creationists specify that they are objecting only to macroevolution, not microevolution:^[74][75] most creationist organizations do not dispute the occurrence of short-term, relatively minor evolutionary changes, such as that observed even in dog breeding. Rather, they dispute the occurrence of major evolutionary changes over long periods of time, which by definition cannot be directly observed, only inferred from microevolutionary processes and the traces of macroevolutionary ones.

However, as biologists define macroevolution, both microevolution and macroevolution have been observed. Speciations, for example, have been directly observed many times, despite popular misconceptions to the contrary.^[76] Additionally, the modern evolutionary synthesis draws no distinction between macroevolution and microevolution, considering the former to simply be the latter on a larger scale.^[32][77]

Additionally, past macroevolution can be inferred from historical traces. Transitional fossils, for example, provide plausible links between several different groups of organisms, such as Archaeopteryx linking birds and dinosaurs,^[78] or the recently-discovered Tiktaalik linking fish and limbed amphibians.^[79] Creationists dispute such examples, from asserting that such fossils are hoaxes or that they belong exclusively to one group or the other, to asserting that there should be far more evidence of obvious transitional species.^[80] Darwin himself found the paucity of transitional species to be one of the greatest weaknesses of his theory: "Why then is not every geological formation and every stratum full of such intermediate links? Geology assuredly does not reveal any such finely graduated organic chain; and this, perhaps, is the most obvious and gravest objection which can be urged against my theory. The explanation lies, as I believe, in the extreme imperfection of the geological record." Darwin appealed to the limited collections then available, the extreme lengths of time involved, and different rates of change with some living species differing very little from fossils of the Silurian period. In later editions he added "that the periods during which species have been undergoing modification, though very long as measured by years, have probably been short in comparison with the periods during which these same species remained without undergoing any change."^[81] The number of clear transitional fossils has increased enormously since Darwin's day, and this problem has been largely resolved with the advent of the theory of punctuated equilibrium, which predicts a primarily stable fossil record broken up by occasional major speciations.^[82]

Creationists counter that even observed speciations and transitional fossils are insufficient evidence for the vast changes summarized by such phrases as "fish to philosophers" or "particles to people".^[83] As more and more compelling direct evidence for inter-species and species-to-species evolution has been gathered, creationists have redefined their understanding of what amounts to a "created kind", and have continued to insist that more dramatic demonstrations of evolution be experimentally produced.^[84] One version of this objection is "Were you there?", popularized by Ken Ham. It argues that because no one except God could directly observe events in the distant past, scientific claims are just speculation or "story-telling".^[85][86] DNA sequences of the genomes of organisms allow an independent test of their predicted relationships, since species which diverged more recently will be more closely related genetically than species which are more distantly related; such phylogenetic trees show a hierarchical organization within the tree of life, as predicted by common descent.^[87][88]

In fields such as astrophysics or meteorology, where direct observation or laboratory experiments are difficult or impossible, the scientific method instead relies on observation and logical inference. In such fields, the test of falsifiability is satisfied when a theory is used to predict the results of new observations. When such observations contradict a theory's predictions, it may be revised or discarded if an alternative better explains the observed facts. For example, Newton's theory of gravitation was replaced by Einstein's theory of General Relativity when the latter was observed to more precisely predict the orbit of Mercury.^[89]

- wikipedia