SarahC comments on Study: Encouraging Obedience Considered Harmful - Less Wrong
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Another thing to have in mind is that in the contemporary culture, qualities such as "open-mindedness," "questioning authority," "free-thinking," etc. are universally hailed as ideals, to the point where implying that someone lacks such qualities is considered a serious insult, and is a frequently employed tactic for character assassination. Thus, people endeavor to obtain recognition from others that they have such qualities, and get angry when someone suggests otherwise.
However, like any human culture, ours also has its strong taboos and norms that it's unwise to question, let alone flaunt; to them the respectable label of "free-thinking" doesn't apply. So, what gets labeled as "free-thinking" in our culture may be the real thing, but it may also be a cargo-cult imitation thereof, whose real purpose is signaling respectability, not revealing truth, and where tacit agreement exists not to extend skepticism and criticism to truly sacred taboos. Humans being what they are, we would expect to get much more of the latter, and this is indeed what we see. Thus, I'm extremely skeptical of anyone trying to publicly extol his own, or even someone else's "free-thinking" as a virtue.
Moreover, in any society, including ours, it would be extremely unwise -- even if it were possible -- to raise your kids to be out-and-out fearless free-thinkers who will throw themselves against every third-rail taboo and sacred cow they come across. It would ruin their life prospects. The way things seem, however, it's impossible to have that much direct influence on your kids' character anyway, except to the extent that you can control the peer groups they socialize with -- which is another thing that makes me skeptical of the above quoted work.
I know about three people who actually have been raised to be free-thinkers. They've turned out quite successful -- two are scientists, one has shaky career prospects but great internal resources.
The key, though, is to be free-thinking plus practical. If you're a free-thinker, but constantly shocked and unprepared to confront people who aren't, you're going to get in trouble, because you'll be unaware of the social and personal costs of your actions. You won't know how to pick your battles.
The difference between free-thinkers and non-free-thinkers is that the free-thinker actually perceives it as "I'm picking my battles, I'm not fighting City Hall this time" while the non-free-thinker gets an instant aversion signal from every unpopular choice. It's more in your own best interest to be a practical free-thinker than a non-free-thinker, because you can pick your battles. That means that when you really value something -- more than you value social approval -- you can actually achieve it. It's a better optimization procedure than listening to the blind aversion signals.
Also, practicality is a thing parameterized by your goals. There are goals where the most effective action is to "fight city hall" - even though you are certain to lose. All civil rights wars were won that way.