The vast majority of us learn very early on that we are expected to deal with facts. In and of itself this might not be such a terrible thing. The trouble starts when we combine with this the idea that we also learn very early on where these facts come from. Typically we are not learning that facts come from testing hypotheses and finding evidence for a piece of information, but rather that facts are synonymous with statements. As we have learned that facts are true, when we are provided with a statement that is held up as a statement of fact, we tend not to question it. Obviously there are times when taking this approach to dealing with the world is hugely advantageous.
The stove is hot
Its raining
Provided with these statements and taking them to be facts our understanding of the world, at an emotional and cognitive level, adapts appropriately and we can tailor our behaviour to deal with the implications of these facts, for example, stay away from the stove, get a coat.
Such statements dont need to be questioned. This of course doesnt mean that they cant be, but for practical purposes taking them at face value is unlikely to cause any of us anxiety...