Personally, when I've been absolutely certain what was true and what wasn't, I've generally found that that knowledge did me little, if any, good. Meanwhile, when I've been certain that I had absolutely no idea what was true and what wasn't, I've consistently found that what worked best for me was to choose the fantasy that suited me best and stick with that until I learned otherwise.

I think it was William Blake who said, "If the fool would persist in his folly, he would become wise." I've tended to appreciate that quote a lot, myself, but those in my life who've dedicated themselves to teaching me the error of my ways, have seldom seemed to.