Here is how this works:
Let's suppose that I'm raised by parents, and/or in a culture, with a strong belief that there are alien species living with us on Earth and studying us.
Being raised with such a belief, there is a very strong likelihood that I'll adopt the belief as my own and even defend it against those who display doubt, despite never having had any experience and certainly no objective evidence to support my belief. But in that people are likely to doubt the assertion, I'm always looking for something -- anything -- with which to offer some kind of support for my argument with skeptics.
So one day I'm sitting at home, perhaps after watching a scary movie, and I get the distinct feeling that I'm being watched. Rather than attribute this feeling to having recently viewed an unnerving movie which would offer me nothing to bolster my assertions, I instead automatically attribute the feeling to the presence of these supposed aliens. Aha, evidence!
Three days later there is a particularly warm day and as the temperature rises outside, I hear a very distinct click or pop from the next room. Since I know I'm alone, I'm somewhat startled. So I peek into the next room and find nothing out of place, no one around and nothing to explain the noise. The rational answer is that the heating of the structure caused a temperature differential between the inside and outside resulting in a shifting of one structural member against another and when the shifting overcame the friction between the two, there was a sharp snap or popping sound. But such an explanation, while fully fitting with the circumstances, does nothing to strengthen my belief. So I subjectively choose to assert that this "unexplained situation" was again due to the aliens in which I have already placed my belief.
Two weeks later as I head to work I notice that the fuel level on the gas gauge in my car seems lower than it was when I glanced at it the previous time I drove. I could conclude that I was simply mistaken about the previous level. I could conclude that I didn't recall the distance I drove properly and simply burned more gas than the route I recall would explain. I could conclude that I have been a victim of gas theft. I could even conclude that the last time I glanced at the gauge the car was sitting at a nose-up attitude and this time it was sitting at a nose-down attitude.
But while all of those conclusions are perfectly rational and adequately explain the circumstances, none of them aid me in my quest to find compelling evidence to support my belief in aliens. So rather than selecting a rational conclusion, I instead begin convincing myself that aliens extracted gasoline from my tank so they can study our means of transportation. So now that I've had three strange instances in a short period of time, all of which I experienced myself, I proclaim that there has been a recent increase in alien activity and insist that it's true because it all rests on my own experiences.
As I continue to relay these stories in an attempt to persuade disbelievers, I also continue to reinforce my own belief in the conclusions I have drawn. My recollection of the events begin to morph from what I experienced at the time, to a distorted version even more significantly tied to my chosen explanation. I begin to recall the sound in the other room as less like structural shifting and popping and more like an eerie unknown sound which isn't adequately explained by structural shifting. The feeling I got which lead me to believe I was being watched becomes stronger in memory than it actually was. The drop in the fuel level in my car, while possibly being just a matter of the vehicle sitting at a different attitude at the time, starts to become remembered as a much more significant drop.
And as I continue to encounter people who don't believe that my explanations are rational or nearly as likely as more rational explanations, I begin to delve into my remembered distortions of the actual events and insist that the rational explanations simply don't fit what I remember. Even very rational and logical people can fall prey to such a practice which is known as "confirmation-bias". One utilizes their bias to attempt to strengthen their chosen conclusions.
People have convinced themselves that night and day were caused by two gods battling over darkness and light and their belief was no less serious and devout than is that of people today in their respective theistic beliefs. People convinced themselves that those insisting that the Earth orbited the sun were dangerous, spreading the word of the Devil and should be eliminated from society. People have convinced themselves that they saw the real Elvis Presley, despite reading multiple accounts of his death. People have convinced themselves that casting community members into volcanoes curbed the volcanic activity. People have convinced themselves that certain dances, chants, songs and rituals can alter the weather. People even convinced themselves (or allowed themselves to become convinced), that the Hale-Bopp comet was shielding a space-craft which was waiting to take them to nirvana.
And yet, we're continually met with insistence that people's subjective interpretations of experiences should be taken as superior to rational, objective demonstration, simply because they have absolutely nothing else to offer and they are appealing to their own proclaimed experiences. They refuse to accept that just like every other human, their perception can be subconsciously bent and distorted to meet the standards necessary for them to accept their own conclusions and match them to accounts with the specific agenda of trying to find any kind of evidence to support beliefs they adopted before any kind of evidence was even offered.
Reality doesn't work that way. With very, very few exceptions, if you follow pre-existing objective evidence to a rational conclusion, you have a very good chance of explaining the evidence or the circumstances surrounding that evidence accurately.
But, if you instead adopt a conclusion, and then go in search of evidence through which to try to support the pre-existing conclusion, you're chances are extremely good that you'll end up doing nothing more than deceiving yourself and insisting to others that because your conclusion is drawn on your own experiences, it should be seen as holding actual merit.
But many, many, many studies have all concluded and demonstrated that even the most rational and level-headed among us are completely susceptible to deceiving ourselves in favor of beliefs we've selected prior to engaging in a search for answers. And the only way to be certain that we are not simply deceiving ourselves is to adhere strictly to objective means and objective evidence and to recognize subjective means and evidence as being highly and frequently misleading.
If you still don't believe this, wait until you find yourself in the position of telling one of your most logical and level-headed friends that his wife, girlfriend or fiancee is cheating on him. If he is devoutly loyal to her (or her to him if the friend is female), there will be very little you can say to convince him that his worst fears are true. This is because he is so highly invested in his desire to believe that she is as loyal to him as he is to her. And the more strenuously you present the evidence, the more likely it will be that he will become highly defensive, completely dismiss even your most objective evidence, and will probably end up alienating himself from you in an attempt to hold onto desired beliefs which are a direct contradiction to the evidence you provide.
Those who believe in spirits, ghosts and afterlives are no less devoted to their beliefs and no less irrational in defense of those beliefs. And yet those beliefs remain nothing more than subjective conclusions based on the desire to believe, and are continually demonstrated to be absolutely devoid of merit when subjected to methods adhering to strict objectivity.
