You're not naive, just fundamentally honest. You find it difficult to understand why anyone would promote a deliberate falsehood just to further a specific program or agenda. It's easy: Just follow the money.
What I find is helpful when considering something my instincts tell me is suspect is just asking myself ""Who would tend to benefit by my believing this?" If it is someone with a clear political or financial agenda, that's a pretty fair guess to follow up on. But if I have to devise a complicated and involved conspiracy to justify why I believe its a lie, then I'm probably on the wrong track.
For example, if someone tells me the "Face on Mars" is just a chance association of rocks, shadows and coincidences, I find that a lot easier to believe than that it is a complex and sinister tissue of lies by NASA to cover up an alien civilization on another planet. It makes a lot more sense that someone is making up the Face story to get rich than to believe NASA has anything to gain by deliberately covering up the Face and giving up such a potentially lucrative source of funding.
Of course, you know the Face on Mars debate is just my metaphor for many other conspiracies we see on these boards, not all of them about scientific anomalism.