Xachariah comments on Use curiosity - Less Wrong
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My experience has been similar, and I'll also add on a related note that probably one big reason why I'm not better at casual conversation is that if I'm not genuinely curious about the answer to a question I'm asking, I often won't have anything interesting to say as a followup to whatever answer I get (e.g. maybe I'll ask "So, where are you from?" or "What school do you go to?", and they'll answer, and then I'll say, "...Ah, um, okay" and not have anything else to say). It seems to me that a lot of advice on conversation (of the type prepared for people with Asperger's syndrome, or social anxiety, or general awkwardness) teaches mostly superficial aspects of conversation, and I suspect that there's a deeper art to it that can't be conveyed so easily. Probably the best way to develop such a sense is to be the sort of person who is naturally actually curious about other people, but for those of us to whom social curiosity doesn't come so naturally, learning to fake it well probably requires a much deeper understanding than can be attained by memorizing standard small-talk questions and such. I expect it's possible to learn to successfully simulate social curiosity, but not if one only understands it at that superficial level.
You've already identified the weakness of asking questions. It should come as no surprise to you that Pick Up ("that" subject) teaches one to never ask questions. It is advice for dating, but holds for generally any conversation. Compare and contrast a standard interaction.
Question: "What school did you go to?" This allows-> Answer: "<wherever>" which segues into.... "...Ah, um, okay." It's a bad conversation track. You're asking for effort from them while forcing them to respond in a narrow field, which they probably aren't interested in.
Statement: "I bet you had your pick of colleges." This allows-> Answer1: "I never thought I'd get in!" Answer2:"<story about getting accepted to college>" Answer3: "I went to <wherever>, I loved the campus." They can respond in the way that's most interesting for them. It also weaves in an implicit compliment (eg, the subject was smart and had many opportunities).
Behind every question is a statement. The tricky part is finding out what your question says and how to phrase it best. A statement better expresses your feelings "How are you doing?" -> "I hope everything is going well with you." Statements are more confident and harder to say no to "Would you like to dance with me?" -> "I would like to dance with you" And the act of turning a question into a statement lets you know what you're really saying "Do you come here often?" -> "I'm interested in you."
As a rationalist, that last part is incredibly useful. It's easy for us to watch what we're saying when we're making statements, because the brain can skim the surface and catch the meaning. It's much more difficult to understand what we're saying when we're asking a question. A master conversationalist will understand "Where did you go to college?" as a statement of "I think you're cute/smart. I want to know where you went so I can relate stories," even if you aren't aware of it. If you had said the words explicitly as a statement, you would have obviously caught it. This is the reason you should always check your questions for statements.
Sometimes you really do want to know a particular piece of information. In this case you can actually ask a question, but you need to be aware that you are making a request for information. You should only ask a question if you would feel comfortable saying the statement "I want to know <information X>". After practicing for a while you will realize that most of your prior questions were actually statements with question marks at the end. Try it out for yourself.
NB, questions can still be used to great effect. Especially for misdirection or anchoring bias. Naturally these are dark side techniques and I shan't discuss them here. Everything prior is simply good advice for having conversations with strangers.