Daniel_Humphries comments on The Crackpot Offer - Less Wrong
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It seems like one of the key factors in your story, Eliezer, is that you had read that book on math cranks. You were able to make the leap from your project of disproving Cantor and see its implications for the rest of your life thanks in part to having the example of the math crank in your mind.
Seeking evidence outside the immediate domain of inquiry can be tricky because it might lead one to include evidence that has no bearing on the actual problem, but because human endeavors don't happen in a vacuum, it's a great way of checking yourself for more general errors (like tilting at windmills).