What a statistical test can establish

A test evaluates data under assumptions and a null hypothesis. Choose it from the question, variable types, sampling design and dependence, rather than from a desired result.
A small p-value does not measure practical importance or prove a cause. Report the effect, context, limitations and assumptions alongside any test result.
Put the concept to work
Chi-square goodness of fit · Mann–Whitney U · Welch two sample t statistic · Spearman rank correlation · Source evaluation