If entangled particles had their definite values from the beginning, then spin measurements at angles other than exactly opposite must obey an inequality called "Bell's Inequality". However, quantum mechanics predicts that Bell's inequality will be violated, and experiments have confirmed the quantum mechanical prediction. Therefore, no theory in which the entangled particles have their definite values from the beginning can be right, or can reproduce all the predictions of quantum mechanics.
For more about Bell's theorem, you could start with
https://static.scientificamerican.com/sciam/assets/media/pdf/197911_0158.pdf and the website maintained by one of our members:
http://www.drchinese.com/Bells_Theorem.htm
Do remember that you only get one measurement: A and B are entangled; I measure A then I know what the result of the corresponding measurement of B will be; but that measurement of A also ends the entanglement so that subsequent measurement will not be correlated.
Thus, the only way to even detect entanglemet is to work with a large number of entangled pairs. I measure A and get spin up and then measure B and get spin down; that might mean that they were entangled, or I might have just gotten lucky - random chance will give me a mismatch 50% of the time. So I prepare another pair of particles the same way and I get a mismatch again. I do this a few thousand times and I get a mismatch every single time. The probability of this happening with random unentangled pairs producing a mismatch every single time is negligible (would you think a coin was honest if it landed heads ten thousand times in a row?) so I conclude that my source is generating entangled pairs.
Variations of this experiment have been done in countless different ways by many different groups in the half-century since Bell first published his inequality. At this point, the evidence is as convincing as anything in science.