So, straight to it then: Confirmation bias is this little trick our minds play on us... A psychological "safety" mechanism used to help us feel safer in a world we don't wholly understand. It's a nasty trick, more subtle than I at first realised but not entirely indomitable. At least, I think I've managed to keep it under control, most of the time. But before I get to that, let me explain how it works.
As you grow from a child to an adult, you try make sense of the world. Along the way, you reach conclusions with varying degrees of importance in your life (from simple, arbitrary realisations to greater, enlightening epiphanies) through which you develop a unique set of paradigms which you (naturally) feel comfortable with and use to interpret your experiences within the world in order to understand it further.
Essentially, confirmation bias helps you preserve your hard-earned paradigms. Your brain tends to filter out stimuli that don't agree with the ideas you've become comfortable with, and inversely, latch onto any small piece of data that helps to reinforce those ideas. The mechanism takes various forms, from the more obvious, like only reading books that only tell you what you want to hear, to the more subtle, where even your subconscious little decisions made as you're talking to someone, or even as you day-dream while going to work on the bus, are affected.
The above examples I chose specifically because they are examples of confirmation bias that I've readily noticed in myself in the past, which I now actively try to redress. It's tricky, though. Let's take the books example... Yes, I've always chosen books that will probably confirm for me what I'm already tending to believe, or that help immerse me deeper into that paradigm. I remember when I called myself Pagan, I read the historical fiction novel "The Mists of Avalon" by Marion Zimmer Bradley, and ate up any new-age nonsense I could find in the library. And why not, right? That was my interest at the time. The study of "the Old Ways" renewed (of course, without the brutality/cruelty of certain ancient rituals because we are so much more "enlightened" now).
Anyway, there are two things to be noted here: The more obvious - I only read "that kind of thing" and the more subtle - My brain, a remarkable masterpiece of evolution, processed all that and made complete sense of it. It took only a few basic assumptions on my part, assumptions about the nature of reality that had no validity beyond that I liked them, for me to then construct a diverse "understanding" of the way the universe works through the ideas and extrapolations of other people who think in the same way.
Many of you at this point are probably thinking, "Yes, but, isn't this natural? Don't we all choose books (or other media) that we like? Should I then go and choose books that I don't like?" and my reply to this is, whether you like the books or not shouldn't be the issue. If you are truly interested in getting the truth of a matter, whether it be the nature of reality or the best method of growing bonsai trees, you should be reading a variety of authors/opinions, most especially opposing ones.This is what I'm trying to do now.
And then there are the more subtle examples I mentioned. Our own thought processes as we daydream on a bus or talk to a friend...; in either case (whether we're having ideas suggested to us by another person or having them generated by our perception of the world as we move along in it), we subconsciously discard pieces of information that don't agree with our established paradigm(s)... (In much the same way as happens when we read an article or book...) The question is, how can we deal with this?
Well, the only thing one can do is to pay attention. It's a mindset that takes practice. Don't just blab out the first thing that comes to your head and question the sources of your information before you accept anything as "fact".
I've found that being truly objective and reaching unbiased conclusions is really difficult (most of the time, you don't detect your own bias!) and at first, keeping a third-eye on your own thoughts is tiring, but for anyone who's interested in the truth, it's absolutely necessary to try. Keep vigilant. Trust your own mind only as far as you can throw it =P