I have read that Lithuanian is the most conservative of the Indo-European languages, and it has some features of Proto-Indo-European that have been lost in other languages descended from this group. How do we know this? Are there historical documents written in Proto-Indo-European?
No. By definition, Proto-Indo-European (as with any Proto- language) is a reconstruction of a language which is not attested in any written records. What we do have are lots of its descendants—modern Indo-European languages and ancient ones that were written down—and by comparing these, linguists are able to painstakingly piece together roughly what it sounded like.
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