When I'm reading fiction that I enjoy, I'll try to predict what's going to happen next (if it's a plot-based book, i.e. mystery/thriller) or imagine mini-scenarios with the characters (if it's a character-development based book, i.e. most literature.) Ask yourself "Why did the author choose to have this character do this action? How did he/she make it plausible that this character would act in this way? Was it rational for the character to act this way? If not, what is causing them to act irrationally? Is there any other action the character could have taken that would have served the same plot purpose and been more 'in character'."

It makes it easier to be actively curious about reading fiction if you also write it. I don't suppose being good at writing fiction is important; it's the process, the mindset. You could try writing fanfiction of classics where the main characters are rationalists; that could be very interesting!