It is prudent to make decisions based on evidence though. Not just something you think might have happened to you.
If all scientific evidence says oranges are harmless, and you eat one and have to puke, then you'll avoid it, and rightly so, based on your empirical observation of 1.
You can't always do a large study, but when you're presented with one it doesn't help do give anecdotes in response.
No, but it's healthy to be skeptical of a study in face of contrary immediate experiences. After all it's a product of a flawed human process (and most are crap, even according to researchers themselves).