The answer to your question lies in how we gain information. We do not magically detect truth and pick consciously whether to believe in it or be delusional.
All of life that we experience is real life. Our minds don't automatically filter truth from falsehood.
The vast majority of what we believe as individuals is information we do not evaluate well. We have many, many thousands of unsupported assumptions and we believe in them fervently, passionately, with extreme certainty.
The way we acquire beliefs involves the influence of parents on children, peers on teens, leaders on followers and groups on members. It also involves a lot of mental shortcuts and ways of thinking that are less than perfectly rational.
We think in a way that involves cognitive biases and logical fallacies. So, we accept beliefs that are not supported adequately and reject beliefs that are well supported.
This is our fundamental human nature.
So, if you are framing your question as “why do people choose false ideas over true” I would say we are not adequately constructed to consistently, automatically pick true beliefs.
It is not our nature. You might as well ask why penguins don't fly.
I think the first thing to understand about having false beliefs is we all have them, are likely to have many thousands, and unlikely to ever discover them all and separate them out from our true beliefs.
It is sort of a cousin to the idea that people like Einstein (possibly the smartest man who ever lived) can see tremendous stupidity in the thinking of everyone, including themselves as they make many intellectual errors and sometimes hold to them for decades.
The stupidity of the average person or a below average person in intelligence is far less astounding when you understand it is also our nature. Our shared human nature, again.
To be clear this is not a misanthropic statement as much as one of acceptance of our limitations. It's not a negative statement about character, as much as an account of obstacles that we have to endure as humans and our shared imperfections.
So, creatures that are not so much designed to find truth as to survive as a species and as individuals socially it is easy to see why untrue beliefs can find a home.
The nature of humans psychologically as far more social than scientific is explored in numerous books including Subliminal by Leonard Mlodinow, The Righteous Mind by Jonathan Haidt, and Thinking, Fast and Slow by Daniel Kahneman. A Theory of Cognitive Dissonance by Leon Festinger is essential to examine this topic.The Knowledge Illusion digs deep into our beliefs and profound ignorance regarding the subjects we are not experts in coupled with our over estimation of our expertise in these very subjects that we lack expertise in.
I think a foundation of understanding how we think and acquire and reject beliefs is the prerequisite to asking about why people believe what they do, including conspiracy theories as one category of beliefs.
Here are links to blog posts on these books and topics:
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