It's not about believing everything or nothing, I think: it is more about how to filter things you believe. Believing something is a way to be part of a group, and it seems to me that most humans (including me) tend to feel better when they are recognized as a part of a group. Conspiration theories offer an easy way to feel part of a very well identified group (made even stronger by the sensation of being a somewhat repressed minority): for some people this can be much more rewarding than accepting the rigor of actual science.
No, you've got that backwards. There are people that will believe anything.
.. so long as it's not the thing that those other people believe. Tribalism over reality.
Well, they believe one thing and then they claw onto that belief like their life depends on it.