What do I need to bring with me to prove I am a veteran to get a discount

Your Dog Tags.. or your Sgt, Majority Sir......... glad I can help... at ease....

I've never heard of them asking for proof

Your dd214 papers

i know you can verify your status online if you have an ID.me account. as regards what to bring in person, I'd imagine something like a DD214 would work, but im not sure on that