Your question is rather general. The famous book "Thinking, Fast and Slow" discusses common mental errors. Also good is "Rational Choice in an Uncertain World:

Your question is rather general. The famous book "Thinking, Fast and Slow" discusses common mental errors. Also good is "Rational Choice in an Uncertain World: The Psychology of Judgment and Decision Making". I'd say that if there are several pieces of evidence in favor of some theory and several against, it is hard for people to weigh the entirety of the evidence. Instead they will often pick one salient fact and ignore the rest.