The reason why it is hard to answer is that no one really knows who first thought up that question. Even with that, all of our evidence of the existance of atoms is indirect. No one has ever really seen an atom.
Humans like to see something before they believe in it.
I am sure there are some people who object to that since there have been claims that electron microscopes have imaged atoms. I believe that illuminating an object with electrons, capturing those electrons and recreating an image is also indirect evidence. Just imagine a primitive human. We'll call him Og. Just having a fifth grade education would make you a genius compared to Og.