My mother raised me to think for myself, it was a heavy emphasis of my upbringing and important for her.
However I'm now in situations where the world is divided and asking questions (in order to make my own mind up) is considered some kind of admission of guilt for being part of the "other".
For example: Asking someone why they think immigration is good/bad. If it's a belief they hold, I'm interested in knowing the thought process and making my own conclusions based on something I might not have known. But the act of asking the question makes the person, who may not have put too much original thinking in; quite defensive.
There's another drawback here too: which is that you can't experience everything. I can't live with the experiences of an American Black Woman who emigrates to England as a White English Man who lives in Sweden; it's just not possible, thus it requires strenuous effort to empathise.
There will always be a line in which we just have to take things at face value, in computer terms "understanding the contract" between components.
Thinking for yourself is overrated as society is not built for it if you want to fit in.