Actually, if we're going to be talking about the Theory of Evolution by Natural Selection, it will probably be helpful to first establish some understanding of what is meant by Theory.
Science starts with observation. We look at the world, and we notice things. Many of these things seem to be related, and so we try to come up with an explanation as to how they’re related. This explanation is called a Theory… we can think of these as ‘Big T’ Theories, because they are based on demonstrable evidence and they have wide explanatory power. Scientists then test the Theory in order to prove that it is wrong. This is an important point, and it seems to constantly confuse non-scientists. Science doesn’t try to prove that a Theory is correct. Science tries to prove that the Theory is wrong, and the Theory is accepted only so long as we are unable to show that it is wrong.
Contrast this with our everyday ‘theories’ (my neighbour is probably cheating on her taxes… my friend is having an affair), which are simply vague hunches or convenient fictions - we can think of those as small-t theories. Usually we go looking for evidence to support these ‘theories’, and it is common for us to ignore evidence that contradicts them. It seems to me that it's these vague hunches or convenient fictions that people have in mind when they say that evolution is ‘just a theory’.
You’ll hear people say “Science has proven that this is true”. Only the advertisers say this. You’ll also hear “Science has not proven that this is true”. This shows a lack of awareness of how science works. Science has never proven that something is true, because science never tries to prove that anything is true. Science tries to disprove its own theories, and accepts those theories only so long as they can’t be disproved.