Adding to what shanusmagnus said: What you refer to is indeed an established psychological phenomenon called Confirmation Bias. The bias consists of
the seeking or interpreting of evidence in ways that are partial to
existing beliefs, expectations, or a hypothesis in hand (Nickerson,
Confirmation Bias apparently is among the most studied biases in psychology (Mercier & Sperber, 2011), and there is a lot of evidence for its existence (for a review see Nickerson, 1998). Mercier and Sperber (2011) also state that
While there is some individual variation, it seems that everybody is
affected by some degree, irrespective of factors like general
intelligence or open mindedness (Stanovich & West, 2007; 2008a; 2008b)
I also remember reading an interview with Hugo Mercier, in which he said that all attempts at training people to get rid of their Confirmation Bias have been unsuccessful, but I don't have any citations to back this up.
Mercier and Sperber (2011) recently formulated a theory called the Argumentative Theory, which is in line with what shanusmagnus said, namely that Confirmation Bias may be a feature rather than a flaw. In their Argumentative Theory Mercier and Sperber argue that reasoning may have developed not in order to be best suited for solving problems, but rather to convince others in discourse. They argue from an evolutionary point of view that the capability of doing so provides an evolutionary advantage.
Mercier, Hugo, und Dan Sperber. Why do humans reason? Arguments for an argumentative theory. Behavioral and Brain Sciences 34, Nr. 2 (April 2011): 57–74.
Nickerson, R. S. Confirmation bias: A ubiquitous phenomenon in many guises. Review of General Psychology; Review of General Psychology 2, Nr. 2 (1998): 175.
Stanovich, K. E., und R. F. West. Natural myside bias is independent of cognitive ability. Thinking & Reasoning 13, Nr. 3 (2007): 225–247.
Stanovich, K. E., und R. F. West. On the failure of cognitive ability to predict myside and one-sided thinking biases. Thinking & Reasoning 14, Nr. 2 (2008): 129–167.
Stanovich, K. E., und R. F. West. On the relative independence of thinking biases and cognitive ability. Journal of personality and social psychology 94, Nr. 4 (2008): 672.