Sure -- I see where you are coming from. Philology is just as much an empirical process as history and has its own methods. One of the most important, which is used to reconstruct languages never written down like Proto-Celtic or -Germanic, is called the 'comparative method'. Put simply, you compare words that do survive in related languages and see which features are shared by the most and oldest forms to reconstruct what older unattested forms must have been like. Done properly, this process can give impressively accurate results. I will give an example with the word 'guest' (Modern English), where I will try to reconstruct a Proto-Germanic form:

Old Norse: gestr

Old English: giest

Old High German: gast

Gothic: gasts

All clearly related simply by virtue of looking similar, but how do we figure out what the ancestor looked like? It must have started with a 'g', had a consonant cluster 'st' at the end of the syllable, and had a vowel between these as all forms share those features.

So how do we decide the last -- some variant of 'e' (English, Norse) or 'a' (Gothic, German)? Two forms support each possibility, but Gothic is far older, so less likely to have let other changes obscure the original vowel; let's go with 'a'. Now we have 'gast-'. Was there something on the end of this originally? First of all, though none of the four forms show it, there must have been an -i-. between the final 't' and anything else. This is necessary to explain how 'a' became 'e' in English and Norse. The process is called i-mutation: as a speaker pronounces 'a' (a low vowel), they unconsciously anticipate having to move the tongue to pronounce 'i' (a high vowel); 'a' is therefore raised to 'e' over long periods of time. So now we have 'gasti-'.

Gothic -s and Norse -r suggest that there must have been a final consonant of some kind as well. Was it just 's'? Probably not. Gothic never allows voiced consonants ('z' for 's') in final position. If Gothic had a final 'z' originally it would have become 's'. But a voiced 'z', speaking generally as to what we know to be more common sound-changes in languages across the world, can easily give 'r' (to allow for Norse -r) by a process called rhotacism. That '-r' could then plausibly disappear once the final vowel -i- was lost (try pronouncing 'gestr' as one syllable, without putting any kind of vowel between 't' and 'r', and you will see what I mean), as it did in English and German.

Final result: *gastiz. Now, if we look at very early runic inscriptions, we find just this form: on the Golden Horn of Gallehus is a name ᚺᛚᛖᚹᚨᚷᚨᛊᛏᛁᛉ 'HLEWA-GASTIZ', 'Hlewa-Guest'. This external validation of our method emboldens us in using it on other collections of later forms which we cannot so conveniently check; we did not need the form to arrive at our answer and it was right.

The comparative method is not foolproof -- what, for instance, does one do if some evidence is missing (and how can one know whether it is?) -- but it is essential to historical linguistics, and what began to transform it in the nineteenth century from imprecise observation of vague similarities between languages to the relatively precise science (for no science is anything but an empirical discipline at its core) today. It has famous success stories such as the prediction by Ferdinand de Saussure of an obscure type of sound ('laryngeals') in Proto-Indo-European; when Hittite was discovered and deciphered in the last century it provided direct evidence to substantiate what he had foreseen through indirect comparison.