As well as whats else has been posted in this thread, lets not forget the fact that due to years of misinformation from certain people from certain places has caused some to see it as "crazy" or whatever. There are quite a few cases where the person has been fed both false and true info mish-mashed together to create some alternate story. So thats a thing.

This famous quote from 'The Matrix' has always put things into perspective for alot of people

"The Matrix is a system, Neo. That system is our enemy. But when you're inside, you look around, what do you see? Businessmen, teachers, lawyers, carpenters. The very minds of the people we are trying to save. But until we do, these people are still a part of that system and that makes them our enemy. You have to understand, most of these people are not ready to be unplugged. And many of them are so inert, so hopelessly dependent on the system that they will fight to protect it."

To put it bluntly, people don't like change because of its uncertainty. A great example is that people have been brought into this world with the understanding that the government is there to protect and serve the people. If one day you are told that the government treats YOU as a problem, an enemy, a terrorist, or a target. Some people accept it knowing they can't do anything to change it. While 'truths' such as these can make people crack, or go into denial.

The denial aspect of ignoring certain facts, opinions or viewpoints is a mental barrier created to protect that person from shock. It's understandable when you probably cannot do anything to make things better. Rather than worry about people outside of your small bubble, some tend to blank it out. We all want to live a happy life, and this is no different.

You could say that discussing what may be deemed conspiracy theories, is no different than several theoretical scientists discussing the nature of black holes or dark matter. The important thing is finding new grounds on an idea to explain a process, action, or event. People are attracted to finding out the truth (it's human nature), it's just that many do not like the truth, because lets face it, the truth tends to be undesirable. With a mental barrier in place, the truth becomes what you want it to be. You'll see conspiracy's about conspiracy theories often too, which could be that a certain viewpoint may be credible, but the truths it presents are undesirable, so a conspiracy is created around another conspiracy in order to protect an idea from the undesirable idea. Thus ridiculing the original differing view.

Going by that, certain truths are merely nothing more than a shared opinion.

People fear loss of social status more than almost anything. Marketing of cars, beer, and electronics is based on convincing the target that his social status will decrease if he does not possess a desirable product that others do possess.

That same media marketing is used to associate being labelled a 'Conspiracy Theorist' with a tremendous loss in social status. People not only fear that loss for themselves, they instinctively join in the punishment of any out-group monkey whom alpha leaders tell them wears that label.

lets say Jerry, recently unemployed, embezzled money from the local community league while he was president, taking the bingo money profits and buying himself a new roof for his house with the money. The money was going to be used to help children in need but oh well, its missing now! of course he tells no one of this.

Then lets say you notice while doing the books, that the community league is short 5 thousand dollars and suddenly Jerry is talking to others about how has a new roof. This makes no sense, as jerry has no job and thus probably not bother with such an expense.

you have absolutely no other information than that, and Jerry denies everything. The charges are so extreme that no one else believes it because Jerry is a nice guy, the president no less, people have known him for years etc, and no one would believe he would do such a thing.

Congratulations! your suspicion of jerry no different than being a conspiracy theorist. Only problem is is that not only are you likely to get any more information than what you have, but there are still a possible third explanation - jerry actually did have the money, and the timing was coincidence or something of that nature. Without any more information you are deadlocked...there is still 5 thousand missing from the bank that needs to be explained, and all you have is a gut feeling and a few facts.

TL;DR: Most conspiracy theories require a second step to be made...recognition that that the perpetrators themselves would actually do it. Thats the hard part.

It's always cognitive dissonance.

To summarize in terms anyone can understand:

Cognitive dissonance is the unsettling feeling that people get when they hold two contradictory or opposing viewpoints. We know we can't believe in two contradicting things at the same time, so we choose one over the other as soon as we can in order to get rid of the discomfort.

Since its easier to believe that conspiracy theories are not true than it is to believe that they are, most people choose to believe that they're not. Add a bunch of these up over time, and people start to believe that conspiracy theories are just always false, because it stops them from having to go through a period of dissonance for each and every theory.

"Did you hear about ________?"

"Yeah but it's just a conspiracy theory, those things are a bunch of crazy bullshit, shut up and watch the game"

This is probably because some of them are close to the truth, and also because misinformation in the form of wildly unbelievable theories were spread early to smear the image of anyone who may pose an opposing viewpoint.