There are several different ways to answer that question. On a philosophical level, it can get rather convoluted, so I'll stick with the practical.
Each individual has to decide what is true for themselves. This isn't to say that reality is mutable and can be wished into whatever form you please. Instead, it recognizes that we ultimately decide who and what to trust for ourselves.
I trust science, experts, evidence, and facts. These things tend to be independently verifiable, even if I don't have the ability to verify them for myself. I also tend to doubt myself, analyze what I believe, and pick it apart. Most people don't think like that.
For many people, the world is black and white and right or wrong and there are no shades of gray or moral ambiguity. And when they decide to trust someone? They don't question them again. When they decide something is true, they don't bother asking themselves if they had made a mistake. So when Donald Trump tells them he's going to build a wall and have Mexico pay for it, we know it's going to happen - evidence to the contrary be damned.