And how do you tell the difference?
One example is an obvious one: If someone tells you gravity is a lie and you should jump off a building to see it- I don't know anyone who would simply suspend disbelief long enough to jump- consensus makes it very hard to 'know' it's not true, and even if you decided it might be possible you probably wouldn't do it.

The main reason, in fact the ONLY reason people have trouble "changing their beliefs" is that this seems, inherently, as a futile attempt at self-deception.
Not so. There are many people that have beliefs that are easy to refute, and simple logical thinking can remove these beliefs- beliefs for example, that tell them that money or sex is inherently evil comes to mind, for example. Yet they go through their lives believing that they 'shouldn't' wish for more money, or feeling guilty about it. It doesn't take self-deception to change these beliefs, just a little investigation as to the thought behind these beliefs is enough to get the ball rolling, provided their indoctrination isn't so deep they're simply refuse to believe otherwise.