Whether we believe in something or not depends on:
a) how believable it is
b) how believable the evidence is, and
c) how much we want to believe.
The first two points are the subject of ‘Sagan’s Razor’:
Extraordinary claims demand extraordinary evidence.
So, whereas the claim ‘Sorry I’m late, I slept in’ requires little proof, ‘Sorry I’m late, I was abducted by aliens’ would need:
Artifacts: Got any physical evidence we can test?
Recordings: Any recordings of image, sound or radiation that cannot be explained any other way?
or are we just dealing with
Testimonial: Did anyone else witness this? Do their stories match? How credible are these folks?
Consider alternate medicine. It claims undetectable cures (e.g. homeopathic solutions) can solve unverifiable problems (imbalances, subluxations etc.) by directing invisible energies (auras, prahna, chi) through undiscovered anatomical structures (chakras, meridians, nodes).
Extraordinary claims. So where’s the extraordinary proof? Physical artifacts? No. Recordings or measurements? Sorry. Results that can be repeated by people who aren’t already convinced? Nope.
Of course, there are plenty of testimonials from people completely sold on the healing powers of their magic bracelet, which brings us to the third factor:
c) how much we want to believe
…which really, is the big one.
If someone chooses to believe fantasy (or reject reality) it’s not because they’ve been convinced by the evidence. It’s because they really want (and very often need) to believe.
So hey, believe what you want. But don’t be surprised if the rest of us need proof… and the bigger the claim, the better it needs to be.