There may be another way ... Trust, but Verify. This was Ronald Reagan's answer to the Cold War - take people at their word, but make it no secret that you will actively verify their claims.
Trusting no one beyond this works for me, since I have rarely been disappointed, and even pleasantly surprised on a few occasions.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.