Allow me to pontificate.
Recently, I’ve read a number of stories that take place in our contemporary world (more or less), wherein one or more characters come face to face with supernatural or science fictional elements. (Magic. Aliens. Etc.) The stories then spend a great deal of time during which the characters refuse to believe they’re confronting anything beyond the mundane; they prefer to think it’s an illusion, delusion, lie, hoax, etc.
This gets tiresome pretty damned quick. I soon end up yelling, “Get on to the good stuff! Quit wasting my time!”
I’m prepared to accept a short interval of doubt. If someone in our modern world walks up and says, “I’m an alien,” a character ought to have a few misgivings; otherwise, the character seems like a gullible fool, and that’s usually not what the writer wants.
On the other hand, I hate when a story spends any significant time in this phase. I want to read about cool stuff, not about someone who disbelieves in cool stuff! Disbelief is almost always boring and irritating. After all, I know the fantastic elements will turn out to be real eventually—I probably got the book from the Science Fiction & Fantasy section, and I’ve already read the cover blurb. Even if the blurb doesn’t have spoilers, it’s designed to give me a feel for the book and its general ambiance. I picked up the book it looked like it would give me magic or aliens…so writers, stop dragging your feet, and give me what I paid for!
Seriously, any more than a few paragraphs of disbelief are enough to make me skip ahead in search of something more promising. Either that, or I put the book down and never pick it up again. I strongly recommend that authors create characters who buy in quickly…or else make the encounter so clearly beyond the ordinary that even skeptical characters can’t deny what’s going on.