MarsColony_in10years comments on Your Strength as a Rationalist - Less Wrong
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Of course, it's also possible to overdo it. If you hear something odd or confusing, and it conflicts with belief that you are emotionally attached to, the natural reaction is to ignore the evidence that doesn't fit your worldview, thus missing an opportunity to correct a mistaken belief.
On the other hand, if you hear something odd or confusing, and it conflicts with belief or assumption that you aren't emotionally attached to, then you shouldn't forget about the prior evidence in light of new evidence. The state of confusion should act as a trigger mechanism telling you to tally up all the evidence, and decide which piece doesn't fit.