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There are several reasons to believe that the Amalekite was lying, and that Saul killed himself.
Some argue that the Bible is contradictory concerning how Saul died, whether Saul killed himself or the Amalekite killed him. Here are the relevant passages:
1 Samuel 31:4- Then Saul said to his armor-bearer, “Draw your sword, and thrust me through with it, lest these uncircumcised come and thrust me through, and mistreat me.” But his armor-bearer would not, for he feared greatly. Therefore Saul took his own sword and fell upon it.
2 Samuel 1:8-10- 8 And he said to me, ‘Who are you?’ I answered him, ‘I am an Amalekite.’ 9 And he said to me, ‘Stand beside me and kill me, for anguish has seized me, and yet my life still lingers.’ 10 So I stood beside him and killed him, because I was sure that he could not live after he had fallen. And I took the crown that was on his head and the armlet that was on his arm, and I have brought them here to my lord.”
There are several reasons to believe the Amalekite was lying.
For these reasons, and more, it is almost certain that 1 Samuel 31:4
Some people have trouble accepting possible explanations to alleged contradictions in the Bible, especially ones that they consider a stretch. For example, Dan Barker, president of the Freedom From Religion Foundation, says this:
I have received numerous replies from Christians who think that these contradictions are either trivial or easily explained. Yet not a single "explanation" has been convincing.
The fact is that there are plausible explanations for every alleged contradiction in the Bible. That there is a plausible explanation for an alleged contradiction does not mean that it is definitely the correct explanation for the alleged contradiction.
However, as long as a possible explanation has been suggested, then it has been objectively demonstrated that there is no necessary contradiction regarding the Bible verses and passages brought up.
When people like Dan Barker say that they don't find a particular explanation for a contradiction "convincing," then that is merely their opinion. A plausible explanation has been suggested that eliminates the necessary alleged contradiction. They simply don't like it, which is not at all a relevant argument against the explanation.
To read more about solutions to Bible contradictions and difficulties, check out Norman Geisler's The Big Book of Bible Difficulties: Clear and Concise Answers from Genesis to Revelation. While we do not agree with some of Geisler's theology, particularly concerning his view of predestination, this book is still an excellent resource. It is thorough and filled with research.
Another book to check out is Tim Chaffey's Demolishing Supposed Bible Contradictions: Exploring Forty Alleged Contraditions, which also answers many alleged contradictions in the Bible.