Our brains are filthy liars. They only like evidence that reinforces beliefs they already hold, they are extremely susceptible to self-flattery, and they cherry pick personal memories that fit best with our current self view.

There is in fact a category of people who get unusually close to the truth about themselves and the world. Their self-perceptions are more balanced, they assign responsibility for success and failure more even-handedly, and their predictions are more realistic. They are the clinically depressed.

Link

Don't forget about people like me and Zaphod Beeblebrox. We have balanced self-perceptions, etc., but we're not clinically depressed or anything because we're just that fantastic.