I recently heard mention – maybe in a podcast? – of a maxim related to skeptical or critical thinking. The gist, if I heard correctly, is something to the effect of "Before delving into the hows and whys of some claimed phenomenon, confirm that the phenomenon actually exists".
Examples might include: Before offering convoluted explanations for a paranormal sighting, first confirm that the alleged sighting actually took place. Before trying to debunk legends surrounding some mysterious ancient artifact, first confirm that the alleged artifact exists. And so on. Readeth thou more