Yes, I have no doubt that there is strong belief and that people see what they wish to see, but this is quite different from genuine knowledge and things that can be shown to convince others who don't share our same biases. If I see a unicorn in the park, I am going to decide it more probable that I was suffering from some kind of brain chemistry issue rather than I actually saw what I thought I saw.
This raises the question of where you draw the line.
If I see an eagle in the park I can't prove to anyone that I actually saw anything, and the chances are I can't even prove that I was in the park at all. A few days back I actually did see two bald eagles circling over the park but if you put me in a witness stand and demanded I prove that I'd been in the park at all I couldn't do it - unless there's a CCTV camera I don't know about there isn't a shred of evidence that proves I was in the park that day.
If I see a unicorn in the park I know something is very unusual. Because it breaks my worldview (i.e. that unicorns do not exist) my first thought would be to try and figure whether it really was a unicorn or whether it was something else (a trick of the light, a practical joke, a horse with a horn stuck on etc). If I saw what looked like a unicorn in the distance then other explanations appear more likely, and I'd be very cautious before telling anyone what I saw. On the other hand if I saw a unicorn up close, close enough to be satisfied that it really was a unicorn and not something else, I'd have to at least consider that my worldview was wrong. The trouble with trying to prove it is that even if I did have photographs of it the chances are people would merely assume that I'd been playing with Photoshop.
If you saw a unicorn in the park and assumed you had a brain chemistry issue but your doctor confirmed everything was OK, at what point would you conclude that your worldview was wrong and that unicorns really did exist?