Proprioception sounds like a pretty complex idea, but start with the 'finger to nose test'. This well-known exercise simply requires the test taker to close their eyes and touch the tip of their nose with the tip of their finger (or to touch their pointer fingers together).
How are you able to do this? Most people will immediately rule out the sense of smell, taste and hearing and will also discount sense of sight because their eyes were shut during the test. If sense of touch is offered as an answer, tell them that it can't be sense of touch because they were not actually touching anything at the start of the test.
In this video, Ginny Smith explains the concept of proprioception:
If during all this you say to yourself "So what? Why is this important anyway?", make sure to watch the third video about the case of Ian Waterman.
He is among only ten people in the world known to have lost the ability to co-ordinate any kind of movement unconsciously.