Visitations and apparitions that you agree with are things you would believe. Those that you do not agree with must be demonic. I believe they call that one affirmation bias.
But I don't rely on my own judgment only, which is skeptical. (My default position is: "They could be mistaken.") I would not honor what are called the "Medjugorje Apparitions" because not only did they seem dubious to me, but the local bishops to this day (35 years after the original alleged apparitions) have not found them to be of supernatural origin.
Probably not one in 200 or one in 300 reported Marian phenomena receives ecclesiastical approval (and not even ecclesiastic approval establishes it as something that must be believed.)
"Confirmation bias" is a very common cognitive or perceptual tendency, even in situations like criminal investigations; but in these cases it seems to operate rather poorly. Perhaps we're just diligent about compensating for it by adding an extra dollop of skepticism.