I do not own a tinfoil hat.
I do know what the significance of Frame 335 is (and I capitalize it, apparently), and I own copies of the sham Protocols of the Elders of Zion, Catcher In the Rye, and an incomplete set of Aleister Crowley. I do not rule out the existence of either ghosts (energy is neither created nor destroyed) or aliens (statistics...) and I have been looking for an affordable hardback copy of The Yankee & Cowboy War for ten years. I have also read all of Morals & Dogma, and I suspect the image on the Shroud of Turin is not that of Christ. I figure the Clintons probably did in Vince Foster, Reagan had an arrangement with Bill Casey, and somebody murdered George Reeves. There's more. I find myself in an interesting position with many of these things, because I am skeptic by nature. I think that it is because I am this way by nature that I am willing to consider these things. And I think that around the 60th anniversary of Roswell is a good time to address it.
Coming to internally embrace a conspiracy theory is first the basic grasp of two things: Conspiracies, defined as secret acts and plans undertaken by more than one person, happen all the time. Second, one does not believe a conspiracy theory, unless one is Fox Mulder. One merely accepts the potential validity. In this way, being a conspiracy nut is much like becoming an agnostic, or more accurately, coming to engage in a kind of quantum thinking, where two ideas are held to be true simultaneously, since one cannot know the actual "truth," whatever that word means. (There is also the acceptance that you will end up sounding like a fruitcake sometimes, but I find that's pretty easy to deal with.)
Essentially, this is as easy as acceptance without belief. Most people do this on a day-to-day basis anyway. Belief is dangerous, inasmuch as it tends to close one's mind to any of the other myriad possibilities. Like deciding to only ever view one facet of a cut stone, it can't be appreciated without full & complete inspection. Acceptance, at least in my personal experience, leads to conversation, interaction, research, the pursuit of knowledge, and sometimes - debunking. Even this though, tends to open new doors. So - I am a skeptic, and conspiracy buff, and the two are not mutually contradictory.
Now where's my hat?