In Fake Explanations, Yudkowsky offered a story that has stuck in my mind:

Once upon a time, there was an instructor who taught physics students.  One day she called them into her class, and showed them a wide, square plate of metal, next to a hot radiator.  The students each put their hand on the plate, and found that the side next to the radiator cool, and the distant side warm.  And the instructor said, Why do you think this happens?  Some students guessed convection of air currents, and others guessed strange metals in the plate.  They devised many creative explanations, none stooping so low as to say "I don't know" or "This seems impossible."

In this story it is also telling that in the many thoughts and explanations that surfaced, the idea "the teacher turned the plate around" was never considered.  The students failed to see the correct answer because they weren't thinking creatively enough.  While the correct approach in this situation is indeed to notice your confusion, a worthwhile approach still could be to list all the possible solutions you think could be the answer.  (And of course only list real solutions that you actually understand, not fake ones.)

So how can we improve this ability to expand our creativity when it comes to considering explanations, so things like "the teacher turned the plate around" enters our list of considerations?

One possible answer: study magic tricks.

In addition to writing and reading stuff on the internet, another hobby I like to indulge in is doing magic tricks with a deck of cards.  Many of the tricks I know are very impressive, such as making cards switch places or appearing to read people's minds. However, a lot of the tricks I know are very stunningly simple; some of them don't even involve slight of hand, and could be done by ten-year-olds with little practice.  They're just that that cleverly crafted.

I learned a lot of these tricks from YouTube -- many videos will show you a trick and then teach you how it is done.  Personally, I don't find the revelation of a trick to take away any of my enjoyment, because I find joy in the merely real, and care little for perpetuating mystery.

However, these YouTube videos for how tricks are done also provide a very effective test for your rationality: watch the trick on the video, and after it is done, pause the video.  Spend a good amount of time thinking through the trick, and then finally start thinking through ways you think the trick was done.  Only after you have your guesses should you learn how the trick actually was done.

I find that in doing this, I would quickly learn how to think creatively, and found that this not only allowed me to much more effectively figure out how card tricks were done before actually hearing the solutions, but also found that this creativity allowed me to become better at suggesting further hypotheses to other previously confusing situations, as well as becoming better at deliberating to solutions in previously intractable problems.

Not to mention that I managed to learn some rather impressive card tricks.

Good YouTube Magic Lessons:

• Julian's School of Magic (Beginner level)
• The Card Trick Teacher (Beginner to Intermediate level)
• Mihirthedemon03's Tricks (Intermediate level)
• Encyclopedia of Magic (Intermediate to Advanced level)