"Rational thinking is not natural" may seem like quite an odd and stupid title, but let me explain. (No, it's not an attack on rational thinking. Again, please let me explain.)
Irrationality, superstition and anti-scientific sentiments seem to be on the raise (again) in later years. The irrational has always fascinated people for the entire history of humanity. There has always been (and unfortunately there probably will always be) a very significant portion of humanity that wants to believe in all kinds of superstition, bypassing all rational thinking. However, irrational thinking has experienced a huge boost recently. Not only is young-earth creationism and anti-evolutionism on the raise, but a general anti-science mentality among other groups as well (such as many nature activists).
To these people, somehow, the very idea of requiring actual observation, measurements and testing before believing something seems silly and limited. Not only is rational thinking discarded, it's actually ridiculed by many (often in a quite hypocritical manner, as they often project their own attitudes towards the rational thinkers.)
But why are people so inclined to believing in irrational things? Why such naïveté? Why is rational thinking so hard?
I believe that the answer lies in evolution. As counter-intuitive as it might sound at first, in the distant past there was probably a survival advantage to easily believing what you were told. If a parent told their child "don't eat this plant, it's dangerous" or "if you see this animal, run away fast", that child probably had a better chance of surviving to adulthood if he or she believed the warning without question. Children who did not believe what they were told had a higher probability of dying. Most instincts are demonstrably inherited traits (especially in the long run, when naturally selected over large populations over a large amount of time), and the instinct to believe what you are told is most probably one of them.
Do you wonder anymore why people are so eager to believe claims like "vaccines are dangerous" and "the government is out to get you"? It's the natural instinct of a human to believe such claims, even if there is no evidence. (Naturally "evidence" is later fabricated to explain away all objections to the claim. This purported "evidence" is, of course, carefully selected using high amounts of bias, cherry picking and misinterpretation.)
Rational thinking is not something that a person does by instinct. We are intelligent, thinking beings, but we have no propensity to instinctively think in a rational manner. (Basically the only kind of "rational thinking" that humans do instinctively is the kind that increases chances of survival or well-being.)
Rational thinking is something that has to be learned. In the vast majority of cases, proper rational thinking requires decades of study and education in hard sciences and the scientific method, as well as studying all the ways that the human brain can fool itself.