I ask in the header, "What should I believe?" as if it is a different question than "What do I want to believe?" Are the two different questions?
In order to think that one should believe something other than what one wants to believe, there must be a reason why "should" takes precedence over "want". If you say that one "should" believe in gravity, and that you cannot fly unaided, regardless of whether or not you want to believe it, then you have agreed that some things should be believed whether or not one wants to believe it.
The above example refers to a concept that regardless of what you believe, there are ramifications to your actions whether you believe in it or not. If you jump off a cliff, it doesn't matter if you believe you can fly; you should believe that you cannot, because jumping off the cliff will likely result in death or serious injury.
The idea that some things are true whether we believe them or not, and that there are consequences to our actions whether we believe in those consequences or not, define the difference between beliefs one should believe, and whatever one wants to believe. I can choose to believe things I should not believe, but if my experience tells me this is not a good idea - that there is a reliable negative consequence to such beliefs or disbeliefs - I should adjust my beliefs accordingly.
This means there are things I should believe, whether I want to or not, simply because they generate more reliable, positive outcomes. What one must be careful of, though, is thinking that they should believe certain things even if they have no reliable experience that believing such things generate any consistent positive benefit, or helps them to avoid negative consequences. Beliefs should be examined and in many cases tested.
I've found that many beliefs are just programmed in and are habitual, and have no real value, and can even produce negative results. I've also found that other beliefs that many say should be avoided can in fact be useful and generate no harm. Many beliefs are held, or not held, out of nothing more than habit and cultural norms, and are never really tested by individuals.