How many times have you wanted to sucker punch the next person who basically tells you that they thought about something critically for a while but one day just decided to leave their brain at home in a jar?
Typically "I was skeptical at first..." is a rhetorical device to make the listener think that the person saying it scrutinized whatever silly belief they profess, only to come out a Tru Bleever™.
Unfortunately, they don't remain skeptical throughout the process and jump straight to some extraordinary conclusion which typically creates more questions than it answers.
I saw one of those terrible spook-u-mentaries on The History Channel today about The Shroud of Turin (Torino for non-xenophobes). One of the "researchers" said he "was skeptical at first" but somehow took that leap of faith that all Tru Bleevers take; disregarding all known and yet to be discovered natural solutions.
If this person had remained skeptical throughout, he'd take confirmation bias and wishful thinking into account. He'd also consider natural explanations such as medieval "photography".
But he wanted to believe. And, much like most of our fellow humans, the desire to Bleeve (accept extraordinary claims sans extraordinary evidence) caused him to skip over the entirety of human history to get to his desired conclusion.