What You Tell Me, I Doubt; What I Figure Out, I Believe

The Brits were clever handling their double agents during WWII

The British put their double agent network to work in support of Operation Fortitude, a plan to deceive the Germans about the location of the invasion of France. Allowing one of the double agents to claim to have stolen documents describing the closely guarded invasion plans might have aroused suspicion. Instead, agents were allowed to report minutiae such as insignia on soldiers' uniforms and unit markings on vehicles.

What you tell the audience, it doubts. But if you allow the audience to figure something out, they are invested in it, and tend to take it more to heart.