Suppose X has murdered someone with a knife, and is being tried in a courthouse. Two witnesses step forward and vividly describe the murder. The fingerprints on the knife match X's fingerprints. In fact, even X himself confesses to the crime. How likely is it that X is guilty?

It's easy to construct hypotheses in which X is innocent, but which still fit the evidence. E.g. X has an enemy, Z, who bribes the two witness to give false testimony. Z commits the murder, then plants X's fingerprints on the knife (handwave; assume Z is the type of person who will research and discover methods of transplanting fingerprints). X confesses to the murder which he did not commit because of the plea deal.

Is there any way to prove to Y (a single human) that X has committed the murder, with probability > 0.999999? (Even if Y witnesses the murder, there's a >0.000001 chance that Y was hallucinating, or that the supposed victim is actually an animatronic, etc.)

It's not a random walk among probabilities, it's a random walk among questions, which have associated probabilities. This results in a non-random walk downwards in probability.

The underlying distribution might be described best as "nearly all questions cannot be decided with probabilities that are as certain as 0.999999".

There is a difference in "error in calculation" versus "error in interpreting the question". The former affects the result in such a way that makes it roughly as likely to go up as down. If you err in interpreting the question, you're placing higher probability mass on other questions, which you are less than 0.999999 certain about on average. Roughly, I'm saying that you expect regression to the mean effects to apply in proportion to the uncertainty. E.g. If I tell you I scored an 90% on my test for which the average was a 70%, then you expect me to score a bit lower on a test of equal difficulty. However, if I tell you that I guessed on half the questions, then you should expect me to score a lot lower than you did if you assumed I guessed on 0 questions.

I don't know why the last comment is relevant. I agree that 1 in a million odds happen 1 in a million times. I also agree that people win the lottery. My interpretation is that it means "sometimes people say impossible when they really mean extremely unlikely", which I agree is true.