The Ferrett: "The Day I Realized My Uncle Hung Around With Gay Guys"

you can have all the pieces, and not put them together because nobody gave you the word [...] Sometimes you can be bathed in evidence of a plain fact and not recognize it because [...]

Seems to me there are two aspects here:

1) What happens to you, is essentially thousands of random facts every day. Let's say that facts number 1932809, 2903289, 3894328, 4328942, 4329082, 6877447, and 7923797 together make a quite strong case for something. Well, to make this connection, you first have to notice there is something there. You can't answer a question you were never even aware of. And with finite computational power you can only evaluate a limited set of questions.

In real life, you start asking questions either because something primes you (external influence, or an instinct), or because some individual fact is a strong enough evidence that it itself causes at least a suspicion. When the question is there in the mind, when further facts happen, you can evaluate whether they support or oppose the hypothesis.

2) But sometimes we also have cached thoughts that can individualy dismiss even pieces of relatively strong evidence, and prevent them from forming the question.

EDIT:

Also 3) you can have a really bad mental model of something, so even when you observe it and ask yourself the question, it doesn't match your model, so you believe it is not the thing. (But this is more of a communication problem, because in some sense you are correctly concluding that what you observe is not what you believe the word means, it's just that you are not using the same definition as other people, and you are not aware of that.)

EDIT:

Also 4) far mode vs near mode. When something happens to me, it feels quite differently from observing the same thing happening to someone else. And if it feels differently, it is natural to conclude it is a different thing.