One of things that is of great interest to scientists and skeptics alike is how we fool ourselves. We like to think of our mind as a type of recorder that takes in what we experience and feel. In many ways, this is not a bad analogy, but it is easy for us fall victim to the faults of this recorder. These are faults that we need to be aware of if we want to avoid them
If you ever have any doubts that our minds can be fooled, see a magic trick. The entire profession of magic and illusion takes advantage of these faults. This video by psychologist Richard Wiseman is a great example.
This video is a great example of how easy it is for our brains to fall prey to illusions. This could be the cause of many UFO and ghost sightings. Think of times in your own life where you might have thought you saw something, but it turned out to be something else.
Science is very aware of this fact, this is why there are standards for the evidence it will accept. Anecdotal evidence is the most obviously affected, and is not considered any more than a starting point for scientific inquiry. One method that is used for correcting this is the requirement that a test be repeatable. For any result you come up with, someone halfway around the world should be able to repeat under the same conditions. Paranormal researchers often complain that they are being picked on by mainstream researchers. There is a lot that goes into this, deserving a post all to its own. The bottom line is that they have never developed a replicable experiment, showing any psychic ability or connection of any kind.
Whenever we look at the world, we need to be careful when deciding what is true. This doesn't mean that we can't trust anything we see, but we need to give any sight that appears miraculous careful consideration. The fact that our minds can be tricked is something we must be careful never to forget, but we shouldn't let it stop us in our quest to explore reality.