Proof of Strength is a quest unlocked as soon as the player has completed Defeat Undead.
The goal of the quest is to initiate the player to arena duels. Therefore the objective is to compete in three arena duels, whereby it is not important if they are won or lost.
Click on the [Arena] -> Click the [Duel] button -> Compete in 3 separate Duels. You are getting stronger! Proe yourself and your might in the Arena.