Ask the following: "Where did you learn that, please?"
Asking for their sources forces the person you're asking (the subject) to, first, think for a moment about where they heard the information, and second, to examine for a moment whether that source is reliable.
If your subject refuses to divulge (tell) their sources, you can do some research on the internet yourself. The best sources are subject to expert or peer reviews or fact-checking: Newspapers, encyclopedias, dictionaries, museums, professional journals.
Regarding newspapers, make sure to check whether the source is reputable. Some people masquerade their blogs or opinions as "news" or "journalism" in order to avoid suppression of their opinions, but that doesn't make them reliable. The best newspapers will have writers quote their sources in the articles: "According to this person" or "That journal reported YY," etc.
There is one more pitfall to newspapers: They are sometimes only as good as their fact-checkers. There are publications that pride themselves on their rigorous fact-checking, but sometimes the only sources are the reporters themselves. There was, very famously, a reporter for The New Republic, a magazine so prestigious it was called 'the in-flight magazine of Air Force One,' a reputation they got in part because of how intense their fact-checking process was. They hired a fantastic young writer named Stephen Glass who was notorious for getting stories nobody else could get, and all his stories were published without raising any red flags; they all passed the fact-checking process. Years later, it turned out he'd made up almost all those stories, and the reason he got away with it for so long was because, for most of those stories, the only reference the fact-checkers had to go on was Glass's own notes--which he'd fabricated.
It's good to think critically about where your information comes from, and ask others to do the same. Don't let it force you into a spiral of doubt--the world is indeed round, but you won't often find verification of that. But when you hear something that doesn't sound right to you, it is your responsibility as a citizen to investigate it.
