To anon332661: Thinking that evolution is just a theory is your first mistake. A scientific theory, as scientists mean it, is the closest thing to fact that can be had. In common, everyday parlance, the word "theory" is used to mean hypothesis. But in science, "theory" means much more.
The first thing to know is that there are two parts of evolutionary theory. The first part is the fact that evolution has happened and continues to happen. We have observed it in action, and have no reason to think it won't continue to happen. This first part is not debated by scientists.
The second part of evolutionary theory is in the details of exactly how it happened/happens. This is the part that is debated and subject to revision pending further evidence and research.
Evolutionary theory is as much a fact as the fact that gravity operates everywhere we know of. The theory of gravity would also be "just a theory" in your thinking. But you can try proving it wrong by jumping out of a 20 story building!
Like evolution, gravity is a scientific theory also. The first part is that gravity is a fact and not seriously debatable. The second part is exactly how it works, what causes it, etc. This second part is still developing and debatable and will continue to be refined according to further research.
Like gravity, evolution can be proved false by one single example that contradicts the theory. So far, there are absolutely no examples that contradict either theory. But Einstein's theory of relativity (special and general, includes gravity) has withstood every test that has ever been devised. The same is true of evolution.
Since life on Earth began several hundred million years ago, I think this is plenty of time for complex life to evolve. But yes, a caterpillar turning into a butterfly is quite amazing. However, there is no mystery as to this process being something that evolved through mutations, natural selection, and gene expression mechanisms.