Ignorance and gullibility. I fall for misinformation all the time, especially when it confirms my own biases and it takes real effort to maintain a mindset of "yes this sounds true, but is it actually?" It is also terribly inefficient. If someone tells me, when I was a kid, that daddylonglegs spiders are the most poisonous, I am likely going to just go "neat" and now I think that and say it. If you stop and verify EVERYTHING EVER you have no time to do anything in life. This makes the filter of critical thinking.....critical.
Also, it isn't about being stupid (though that helps). Some of the smartest people I know are conspiracy theory nutjobs. They can easily draw parallels between disparate facts, but can't filter their findings or understand correlation doesn't equal causation.