MBlume comments on Rationality Quotes: December 2010 - Less Wrong
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Never trust anything that can think for itself if you can't see where it keeps its brain.
--J. K. Rowling, Harry Potter and the Chamber of Secrets
I can't help but ask whether you've ever found this advice personally useful, and if so, how.
Actually my first thought upon reading that was "follow the improbability" -- be suspicious of elements of your world-model that seem particularly well optimized in some direction if you can't see the source of the optimization pressure.