People don't think~From Human: The Science Behind What Makes Us Unique by Michael S. Gazzaniga, pages 141-142:
Even when we are trying to think rationally, we may not be. Research has shown that people will use the first argument that satisfies their opinion and then stop thinking. David Perkins, a Harvard psychologist, calls this the "makes sense" rule. However, what people consider makes sense varies widely. It is the difference between anecdotal evidence (an isolated story that presumes a cause and effect) and factual evidence (a proven cause and effect). For instance, a woman may believe birth control pills will make her sterile, because her aunt took birth control pills in the past, and now she can't get pregnant. Anecdotal evidence, one story, was all she needed to support her opinion, and it made sense. ... Predominantly, people use anecdotal evidence.
I think it was in Taleb's book called The Black Swan: The Impact of the Highly Improbable that Taleb mentions confirmation bias. When people have an argument, they tend to only consider evidence that supports their belief. Instead, people should always be trying to prove themselves wrong. If you do that, you have admit all the times you're wrong (at least to yourself), but you'll become right more often! Or at least you won't be believing wrong things.
I think Taleb also mentioned that this sort of thought is needed to play chess. When you think about your next move, you have to consider all the moves your component could do that could ruin your plans. If you just moved without thinking about how your opponent could ruin you, you'd be ruined pretty quickly, unless your opponent was just as dumb as you.