Here's the trick I learned: Logic. Use logic.

Example: My friend was scared of Jeff the killer, so I told her A: why would he target you? he doesn't even know you. B: If he cut off his eyelids and carved a smile into his face, he'd probably lose a ton of blood and die, or at least get an infection. No chance of fighting. C: he's not real! D: you've got your parents, your logical instincts, and a home to keep you safe from him.