You can sign any message from one of your addresses, which proves the message was signed by the private key associated with that bitcoin address. This way you can prove ownership of a private key over a certain address and is the same like proving ownership of the address itself.
We might ask you to go into this feature and take a screenshot, because it will display all addresses your wallet has used up to this point.
It can be accessed via the Accounts tab, select any Account, except for watch-only addresses, and press the Sign Message at the top. If you have a PIN set it will ask you for your PIN before showing you all addresses created by your wallet.
Choose the address you would like to sign a message from, in the next prompt type in the message you'd like to sign.
Use the buttons to copy message to clipboard or to share further.