Here are a few points on how to have a skeptical outlook. These come from The Skeptic's Guide to the Universe. They're just snippets from some of their older episodes that I thought were worth sharing.
To avoid the ego blow of admitting you were wrong, adopt this point of view:
"My opinions are dependent upon the existing evidence. I could be wrong. If new evidence comes out I'll happily change my opinion to correspond to it."
Later, they sum it up a bit differently:
Practice science and skepticism: Attach yourself to the process, not the conclusion. The process has to be valid, has to be scientific, has to be legitimate. Don't be emotionally invested in the conclusion. As long as the process is valid, it leads wherever it leads.
That means if new information comes up, or if someone shows that a different logic is more appropriate, then you can happily change your conclusion because you have no attachment to it.
It's just that you have to get the process right.
That's science in a nutshell. Science is a process. It's about the process, not about the conclusion.
Pseudoscience begins with the conclusion, then they pervert the process. They warp the process to continue to match their forgone conclusion. It can seem very logical and reasonable. It's still not science.
This applies to all areas of thought, from science and pseudoscience to religion, politics and just the world in general. If you're attached to your beliefs and ideas, that's dogma. The secret is to be attached to the truth and let it take you where it leads, and always be open to change your mind if new and compelling evidence comes to light.
In this way, learning new things is a wonderful adventure, it's fun and exciting. When you're close-minded and set on your narrow world view, you then have to lie to yourself and others to make your limiting belief make sense to you. You have to close out the real world to keep the little bubble of dogma around you intact. It's not very much fun. You're constantly threatened by new facts and information that threaten you.
Then again, a lot of us have Sacred Cows. A sacred cow is some area in your life that can't be criticized. It could be a person, an institution, a belief, an area of belief, or a custom.
What are your Sacred Cows? Why have you made them immune to criticism? What would help you to hold them up to the light of reason?