According to a study in the European Journal of Social Psychology, "illusory pattern perception" is a major cause of belief in conspiracy theories. You can probably guess from the name what that kind of perception is. Basically, every time you make a connection between two unrelated events or experiences, you've got an IPP problem. For example, if you bring a PB&J to work three days in a row and your workplace nemesis calls in sick all three days, you might be inclined to stick with the sandwiches — but your good fortune is almost certainly a coincidence. And there are other types of illusory pattern perceptions that are a lot less far-fetched. Take constellations, for example: there's not really any connection between the stars in the Big Dipper, but for some reason, some Greek dude looked up one night and said, "Oh yeah, that's definitely a sky-bear."