newtonian mechanics - Why does Newton's Third Law actually work?

My father explained to me how rockets work, and he told me Newton's Third Law of motion worked here. I asked him why it works and he didn't answer. I have wasted over a week thinking about this problem, now I am giving up. Can anyone explain why Newton's Third Law works?

For reference, Newton's third law:

To every action there is always opposed an equal reaction: or the mutual actions of two bodies upon each other are always equal, and directed to contrary parts.