Memory is information gained from the past that is stored in our brains. We rely heavily on our memory, because our memory is the way our knowledge is stored.
First of all, we can observe memories being made. We can observe that time passes, and that events that are occurring are being remembered. Because of this, we know it is possible that memories can be formed from events that really happened. It is unknown if memories can form any other way.
Since we know that memories can form from events that actually happened, it is probable that this is a common occurrence. If we lived in a reality where memories forming from actual events occurred rarely, there would be a slim chance that we would be oberving the formation of memories. However, if we lived in a reality where memories forming from actual events was a common event, it would be probable that we would be experiencing the formation of new memories as time passes.
Our memories also offer a parsimonious explanation for why we are in our present situation. Look around you, take observations of your surroundings. If memory was not a reliable source of information, the chance that you would be in your present situation would be incredibly slim, due to the vast number of possible realities that it is theoretically possible that you could be in. If memory was a complete and accurate representation of your past, the chance that you would be in your present situation is 100%. For example, suppose you remember driving to the grocery store. You remember arriving at the store, entering the building, and walking to the frozen foods section. You still remember being in the frozen foods section moments ago. If memory is a complete and accurate depiction of the past, the chance that you will find yourself in the frozen foods section at a grocery store is 100%.