There are, although Tyler Cowen does not make much of them in his talk, certain kinds of systematic errors that we (at least sometimes) make in interpreting the world in terms of stories. The important thing to note about them is that they apply universally: if the systematic confusion affects you, then it affects me too.
Cowen does not make this mistake, but it's important to remind ourselves that irrationality* is irrationality. You can't cure it by deciding to be rational. A woman I knew once shut me up beautifully by saying: "I have an irrational fear of spiders, that means you can't talk me out of it."
Anyway, if we are prone to trust stories that make us feel as if we have established a relationship with the characters, then that is the way it is. I might, by sheer dint of concentration, get myself to be wary some of the time but eventually my guard will come down and the sheer density of stories will do me in.
What's the solution then? Well, one option is that I could choose a particular story for myself. Make that story the center of my life; make it the source of my character. That story and that character can be my lodestar. (It's just a suggestion; you don't have to like it.)
* "Irrational" is not a synonym for "bad", "stupid" or "wrong" by the way and never will be no matter how many intellectuals try and make it into one. We make irrational choices all the time and do quite well by them. Love is an irrational choice. The person who is so rational they are unable to relate to other human beings, OTOH, is a staple of horror movies for very good reasons.