Darrin linked to a great page called the "Ladder of Inference". The actual article has more information but the meat of it is:
This diagram indicates that as our Beliefs influence the Selected Data & Experience we pay attention to they essentially establish an internal reinforcing loop which short circuits reality. The tendency is to select data to pay attention to which supports our beliefs. And, I would expect, as our Beliefs become more and more rigid the Selected Data & Experience we are willing to pay attention to will become a smaller and smaller portion of reality.
The relevant question seems to relate to how do we stop short circuiting reality and begin to see reality for what it really is.
My experience has lead me to understand that although there are many similarities in the way we each view Real Data & Experience there are subtle differences in the ladders of inference we traverse. I have found that by developing an understanding of the rungs on others ladders of inference the alternative perspectives provide a basis for uncovering inconsistencies between the Real Data & Experience and Selected Data & Experience resulting from my beliefs. An earnest endeavor to seek truth and understanding seems most beneficial.