Of course, some people only notice data that fit their preconceived perspective, and some people have received superstitions based entirely on the words of others. I'm sure there are other exceptions too. But in my mind, the conceptual framework for understanding irrational thought is that we have these brains that are amazing pattern matching machines and we don't know how to turn them off. Once we've noticed a pattern, most of us assume it's a real correlation, and no matter how many exceptions to the pattern we see, we don't know how to stop believing.
Superstitions are generally formed when two things are correlated, but the causative variable fails to be correctly isolated, resulting in the mistaken impression that one event causes another despite being either independent or actually dependent on a third variable.
http://en.wikipedia.org/wiki/Correlation_and_dependence
http://en.wikipedia.org/wiki/Illusory_correlation
http://en.wikipedia.org/wiki/Superstition
http://en.wikipedia.org/wiki/Correlation_does_not_imply_caus...
I wasn't aware that "correlation" is a fancy science word, I guess it depends on your personal background.