I have found that to be very true, more than once. I'll give, as an example, something that happened to me after I began to take a serious interest in UFOs. Like many other people, I decided that if I put some effort into finding out what was really going on, I'd learn enough to form a useful opinion. (Of course, that seems like a silly notion to me now.) I had had a casual interest in all things weird and wonderful, UFOs among them, but had never really done any sort of systematic study of the various phenomena reported by UFO witnesses. I knew the reports varied a lot, but had some definite and obvious patterns. I had seen some weird things myself, but they mainly amounted to odd lights in the sky. Some were very odd indeed, and hard to rationalize as anything one would consider "normal", but I never saw spaceships or aliens.
Being a voracious reader, my approach was pretty much to just read everything I could find on the subject that looked reasonably credible, then evaluate what I read based on my experience with how the world works and what other things I had read and heard. I lived about a mile from the Topeka Public Library, which helped a lot. It quickly became obvious that there was a ton of crap to be found in the literature, and the well reasoned and well written stuff was hard to judge, if for no other reason than it was pretty far out. If I was looking for "rules" governing the behavior of the various phenomena, I wasn't finding any.
After several months and many, many books and magazines having been devoured and considered, I began having anomalous experiences myself. It started as far too many weird lights at night, in places where there should not be lights and doing things that airplanes and helicopters don't do. Then there was some poltergeist-type stuff; odd noises and such. I wasn't just noticing things that I hadn't noticed before. I certainly wasn't looking for weird stuff. My "research" was along the lines of reading about the experiences and the investigations of others. At first, I did the typical human thing and tried to rationalize the weird shit, but it got harder and harder to ignore. Then the "amber globe" began stalking me. At least, that's what it seemed like.
Late one night, I was driving along US Highway 24, on my way home. It was a dark nigh. There was little traffic on the road. I noticed an amber colored light directly behind me on the highway. I took it, at first, as a railroad signal on the tracks that the highway closely parallels on that stretch. One would occasionally see them, but they were never in view for long because of all the utility poles, vegetation, and terrain between the road and the signals. This was directly behind me on the highway, and it was pacing me about a quarter mile back. I slowed down to 20 mph or so, and it kept its distance. Finally, I pulled over and stopped to see what might pass me on the road. I don't recall for sure, but I think it disappeared. After I got underway again, it was back. It followed me until I came to the next little town, and I didn't see it any more that night.
I think it was about a week later, when I awoke at 2:00 am or something, with the bathroom lit up in orange light. I lived alone, in a small apartment, and the bathroom was just off the bedroom. I was too chicken to go see what was going on. I just wanted the nonsense to stop. After the light left and a few noises started up, I got up and went to the living room and sat in my recliner. I was not in a good mood. The weirdness was mostly annoying because it seemed so pointless and absurd. I was considering what approach I might take to petitioning whatever agency was responsible to leave me the hell alone, when it occurred to me that what it reminded me of was my own juvenile harassment of the family cat years prior. The cat was fun to tease, and I enjoyed watching its overwrought reactions, at least for a while. Eventually, I figured out I was being a jerk, and stopped teasing the poor creature. From that moment of that realization on, the weirdness stopped. I never experienced any of it again.
I kept up my inquiries, and eventually had a real sighting of something, definitely something, but all the weird little lights and half assed poltergeist stuff stayed away.
