I used to think Narwhals were fictional animals. And people telling me they were real were just joking. It wasn't until HS that I was convinced they actually existed. My mental process was like "No way are there aqua unicorns."

Semi-political: I used to believe the correlation between economic freedom and economic growth was much stronger than it is. (I know there is no canonical choice of measurement for either variable). This realization had pretty important consequences for me.

My estimates of public opinion surveys were totally wrong. On almost every issue (sexuality, morality, politics, etc) I was completely wrong about the distribution of beliefs. Given my history of failure in this domain I no longer really on my own "intuitive" estimates of the distribution of group beliefs. Instead I seek explicit surveys.