There is a really great documentary on Netflix right now called "The Social Dilemma" (or something like that). I just watched it the other day, and it actually explains this - why people are succumbing to conspiracy theories - quite well.
Essentially, our internet use (and by that, I mean any internet use, not just Facebook) is tracked, and based on the sites we visit and the articles we click on, we are then fed more of the same in our search results and news feeds. Based on our internet use, and our geographical location, certain stories come our way that we are more likely to click on.
So, when I think to myself "My gosh, how could this person believe such a thing? They see the same things I do - how can they believe such nonsense?" Well, that's because they don't see the same things I do. And vice versa. We are continually fed a diet of news and articles that support what we already may think, taking each one just a step further down a rabbit hole, until voila: conspiracy theory.
(Ironically, this line of thinking in itself could probably be considered a conspiracy theory.)
The movie itself is a tiny bit hokey with its storytelling, but if you do watch it, please sit through it until about midway, when it really starts pulling everything together on a wider scale to help understand how people fall for conspiracy theories which are causing such division among us. Mind you, I always considered myself quite aware of this and savvy in the ways of the virtual world, and I was still greatly affected by this film and came away from it with an altered view.
Now, even without the internet, I know that I have always had a small interest in what some probably call conspiracy theories because A. I think there's usually a nugget of truth that may have been blown up way out of proportion, but still, a nugget of truth that's usually, at the very least, interesting to know and B. Sometimes....sometimes they're right. (I think about the whole "fat is bad, carbs are good" debacle, and how that was parroted by government agencies for decades to the detriment of the health of our entire populace. We know better now, but we're still climbing out of that huge misinformation campaign that mostly just lined the pockets of the companies in the processed food industry.)