1: Ask questions, particularly the question "why?". Ask everyone (not just the so-called experts), and try to answer your own questions as well. When you get an answer, try to think of exceptions, and then ask yourself why those exceptions exist. Never be satisfied until you arrive at an answer that has very few exceptions.

2: Look for selfish motives. Some people will become very annoyed, and perhaps even offended, that you're questioning something they accept without question. Whenever people want you to think a certain way, it's because it benefits them in some way. But that benefit is not always obvious or direct.

People want you to adopt their perspective because it makes them feel more comfortable and secure (safety in numbers).
People's beliefs make it easier for them to feel like a good person. These people don't want those beliefs challenged because it's as if you were challenging them personally - it seems to them that you are questioning their "good-person-hood".
People are often trying to look out for your best interest, and truly want you to be in step with their beliefs without looking into their statements any further.
People just want to be seen as authoritative and trusted, so they're personally invested in whether or not you buy into the things they say. That's why they take it personally if you don't automatically buy in.

3: Stop being a people pleaser. People who don't think for themselves are often scared of disagreeing with others, and scared of "rocking the boat". A freethinker, on the other hand, bases their self worth on something other than what people think of them. These people may still experience rejection, discomfort, and anguish, but they will continue to think for themselves.

In cases where someone says he "just wants the best for you," you may be accused of distrust, and it could make you feel guilty. But keep in mind that anyone who truly cares for you will be willing to patiently explain their point of view and why they feel that way, and allow you to decide for yourself whether that is enough evidence for you.

4: Challenge yourself. What do I want to do? why should I do it? what would I get if I do it? what I m getting for not doing it? ask these questions. For example, challenge: I dare myself to ask the girl in my class out.

Why? It would save me all the frustration I'm having now.
Why not? It would make me embarrassed in front of her or other people if she rejects me. Do I exactly know what they would think? ok if someone would ask a girl out in front of me, how I would I feel? probably I will feel better about that guy 'he is daring' and would I mind ? no ...may be. Even if they think that way, should I care? what would I get if cared about what they think.
What would happen if she says 'yes' to go out with me? I would feel so much better and confident. I would get a date, confidence and fun to know a new person.
If I didn't? Same life and same routine. But at least I tried to talk to her.

5: Do the research. Look into the statements made by others. You'll be amazed at how many times you'll find lots of evidence to contradict the statements of others. Yet, some people spout erroneous information and never question the accuracy or truth of what they're saying. Use Google or go to the library, and search for information to prove or disprove the statements made. Remember where you get the "evidence" from. Be aware that, just because you saw it in a book or on the internet, that alone does not make it the truth. A lot of websites commonly seen as a font of knowledge (Wikipedia is a good example of this) can in fact be edited by absolutely anyone, and inserting false information happens