VAuroch comments on Beware of Other-Optimizing - Less Wrong
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And distances of values. Even when the advice in question is given for some neutral, instrumental aim, it can contain implicit, non-obvious trade-offs that may interact poorly with other goals. These may be things that simply never occurred to the adviser, as there was nothing to draw his attention to them.
My rule of thumb is to discard the "should" parts of the advice I'm given, look for pointers to any potentially valuable, previously unknown information contained in or hinted at by it, and move along. Everyone should do this.