Some thoughts to run through when reality is in doubt.

Extraordinary claims require extraordinary evidence.

The person claiming something is required to back it up with evidence. It is on their side to prove it.

Don't look for conspiracies where things can be explained by incompetence

This is especially true for huge organisations (states included).

Is it possible? Yes. Is it likely? No.

Another way to say what Occam's razor says, tbh. An obscure situation may occur, of course. But then it is extraordinary (look above).

Look for the usual haters being quiet - the Soviets never questioned the Moon landing

This is the worst tip of all, but sometimes it may be handy too - if you are into a theory, also look at what others say, especially the usual suspects who would hate it but are surprisingly quiet. Of course, they are part of that conspiracy too! /s