It is almost impossible to con the honest man. Most people only believe things that are 'too good to be true' if they think they are smarter than the other guy and getting one over him.
One example of this is the 419 scam. This generaly originates from West Africa. The mark will receive an email claiming to be from a corrupt official (usualy Nigerian). The email will contain a number of spelling mistakes and a general air of childlike artlessnes. This flatters the mark into believing that he must be smarter than these third world bumkins. The letter asks the mark to help him spirit money out of the country and offers a huge reward for doing so. The criminal nature of this scheme causes the mark to believe a vast fortune may be available to him for little work.
The whole scheme is predicated upon the ego and greed of the mark. It is unlikely he would believe himself smarter than a European statesman and so he would not get sucked into his web. Unfortunately the mark is entrapped by his own assumptions of superiority towards Africans and so becomes their pawn.
We find the same elements within most scams. The mark is induced to believe he has an edge when he does not. This may be supernatural (in the case of magical charms and spells) or secret information not generally available (betting systems, stock market tipping sheets ext). Each of these scams require the mark to believe themselves cleverer than they actually are.
In fact most people believe themselves to be of above average intelligence- which cannot possibly be true.