Lying to your self can cause a response in the reasoning part of your brain that makes you feel good. Sometimes people confuse this good feeling with being right, or feeling that they have just agreed with an explanation that is truthful. Sometimes people are relieved from their “need to know” or a feeling of uncomfortable confusion by believing something that isn’t true. Often times our analytical mind, or what I call the reasoning part of the mind doesn’t care if an answer or explanation is true, it only wants to be satisfied with having an explanation.
For some reference reading you might pick up Noble Prize winner for Economics Daniel Kahneman’s book Thinking Fast and Slow.