A cognitive bias is a recurring illogical pattern of thought or judgment that appears in most people. That's a fancy way of saying it's something that people always seem to think about the wrong way, or a common mistake. An easy cognitive bias to observe is “the bandwagon effect”, which is believing something is reasonable or true simply because many other people think that it's reasonable or true.
There is a strong, but rarely explicitly made, suggestion regarding cognitive biases: we should attempt to eliminate them from our thinking. On the surface this seems like a very reasonable idea, after all, biases are illogical and lead to incorrect results. I have grave concerns about this approach to cognition because, in my experience, the correct result is not always the optimum one. For example, the perception of terrain slopes is seen as much steeper than it is measured. It's a well documented cognitive bias1, and it's also present for a good reason. Walking up even moderate slopes is generally a bad idea, the bias keeping us safe.
Before we think of a particular cognitive bias as a bad thing or try to correct it, it's worth applying the principal of Chesterton's Fence … Let us say, for the sake of simplicity, a fence or gate erected across a road. The more modern type of reformer goes gaily up to it and says, “I don’t see the use of this; let us clear it away.” To which the more intelligent type of reformer will do well to answer: “If you don’t see the use of it, I certainly won’t let you clear it away. Go away and think. Then, when you can come back and tell me that you do see the use of it, I may allow you to destroy it.2