This chapter discusses some of the reasons why one cannot blindly trust their own brain and proves that doubt is not just a good thing, but a necessary thing. It focuses on how humans naturally misperceive and misevaluate the data they are exposed to, especially in the case of ambiguous information. The chapter addresses the concept of bounded rationality, which describes how our pattern-recognition abilities and motivation to find reasons for events that occur in the world around us yields multiple benefits for our species, evolutionarily speaking, while resulting in particular problems with evaluating information. It examines how using mental shortcuts can be more cognitively efficient, but again results in bias when presented with new or inconsistent information. The chapter describes some of the well-researched and common biases/heuristics people encounter as humans: confirmation bias; belief perseverance; hindsight bias; representativeness heuristic; availability heuristic; and anchoring and adjustment heuristics.