"The rules that seem to explain everything in your life, the phenomena you notice over and over again in a consistent pattern, are not The Way The World Works" Okay; how can I learn how the World actually Works?

Short answer: you can’t.  The world is unfathomably big and complicated, and while we can make models to help ourselves understand it, compression is lossy. 

(That sounds like the most unhelpful sort of glibness, I know, but…it’s actually a really important thing to keep in your head.  I can’t count the number of times I’ve heard someone – often someone in a position of decision-making authority – say something to the effect of “X can’t be true, because if it were true, we’d be totally lost with no good source of information.”  Well, yes, sometimes you’re totally lost and there’s no good source of information.  Sucks to be you.  Such is the fate of man.  And it’s better to acknowledge the limits of your knowledge than to keep charging into bigger and bigger errors because you don’t wanna.) 

Which is not to say that you can’t improve your informational situation, to some extent.  And if that’s what you want to do…you know the tricks as well as I do, I’m sure.  Use data rather than anecdotes.  Pay attention to the sourcing of your information.  Check edge cases to see whether nice-sounding universal rules are really as universal as they sound.  Check how things work in different circumstances, with different sorts of people.  Don’t be provincial, don’t be blinkered, don’t drown in swamps of ideology or ego. 

But if you want a royal road to understanding, something like “just keep your eyes open and don’t be stupid,” then…I hate to disappoint you, but it’s not happening.