As I was born an arrogant and stubborn pain in the ass, this is the kind of lesson that came naturally to me without ever having to be specifically taught. :)
While I'm sure that the message was imparted indirectly from many sources (including the ubiquitous "if all your friends jumped off a cliff..."), the first explicit statement I can remember which refuted arguments from hearsay, authority, etc. was in an essay by Isaac Asimov.
I think I came to this conclusion on my own. I was the kind of kid who went and put a pot of water on the stove and then bloody well watched it until it boiled.
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--- Ajax.
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-- Richard