A related mistake I made was to be impressed by the cleverness of the aphorism "The plural of 'anecdote' is not 'data'." There may be a helpful distinction between scientific evidence and Bayesian evidence. But anecdotal evidence is evidence, and it ought to sway my beliefs.

Anecdotal evidence is filtered evidence. People often cite the anecdote that supports their belief, while not remembering or not mentioning events that contradict them. You can find people saying anecdotes on any side of a debate, and I see no reason the people who are right would cite anecdotes more.

Of course, if you witness an anecdote with your own eyes, that is not filtered, and you should adjust your beliefs accordingly.