Do your characters question reality? They should. Especially when that reality offers the kind of weirdness that travels back in time from alien planets...
Here we discuss why it's important for our protagonists to not only use the fantastic elements of your stories, but to question them. As readers, we need reassurance that the universe of a given story could exist, and the best way to do that is bring up potential weaknesses in that universe.
One good place to see this at play is in the Star Wars movies. In the original Star Wars Trilogy (Episodes IV, V, and VI), we're provided with a wonderful Doubting Thomas in the form of Han Solo. At the start of the series, he's broke and embittered, and he doesn't believe The Force is with anyone. And his doubting nature helps make The Force far more believable over the course of the movies. He asks the questions that we the audience would ask, and then talks about how this Force is "useless against a good blaster." We don't see magical or hokey "Force" phenomena in our daily lives, and neither does Han - thus, Han Solo becomes our representative of common sense in the Star Wars universe.
Now let's contrast this with the newer Star Wars movies (Episodes I, II, and III). In these movies, no one doubts the power of The Force. Anakin Skywalker, unlike the Luke of Episode IV, isn't concerned about whether or not the Force exists - he just wants to know if they'll help he become a Jedi knight. He might not understand the Force, but he seems pretty ready to begin training. And although Yoda and Obi Wan may question whether or not the boy is young enough or wise enough, they never question the fantastic element of the Force itself. Instead, Episode I starts with the assumption that the audience understands and accepts the power of this Force. After all, who hasn't seen the original Trilogy? Who out there doesn't know that a Jedi can move rocks and X-wings with the power of his mind?
This, I think, leads to one of the major weaknesses of the new Trilogy. Because no one questions the power of the Force or, more importantly, the power of the Dark Side, we never have a chance to understand why exactly Anakin succumbs to Palpatine in Revenge of the Sith. Yes, the poor boy's been under some strain, and we know he's desperate to prove himself, but is that really enough to make him give in to evil? I don't think so. We do see his "weakness of character" in marrying Amidala and in murdering the slave traders who killed his mother, but those actions by themselves aren't exactly evil. Misguided, perhaps, but they're driven by a complex interplay of love and hatred. They do show that he sees a world beyond the scope of a Jedi's self-imposed isolation, sure. But do these acts make him a bad person? Not necessarily - in the "reality" of the typical Hollywood movie, we'd be disappointed if Anakin failed to marry Amidala, or if he failed to avenge the death of his mother. Yet the movie starts from the premise that unchecked anger leads to the Dark Side, and no one in the movie questions that assumption. There is no Han Solo out there to say "listen, kid - if you've gotta get some revenge, go ahead and get some revenge." Likewise, we don't see the kind of struggle that Luke experiences in Episode V, when he purposefully gives up his Jedi training for the sake of saving his friends. For Luke, Jedi training can't possibly be more important than the lives of his friends - his original desire to become a Jedi has been supplanted somewhat by Han's common-sense approach to life - shoot first, save your friends, and then worry about that hokus-pokus stuff.
Our goal for the course is to write the young-and-questioning Luke rather the young Anakin who simply takes the fantasy world for granted. In doing so, we'll show the reader that we ourselves have given serious thought to our fantastic worlds. When our protagonists try poking holes in our fantasy worlds, we prove to the reader that the crazy ideas are solid enough to hold water. And that itself becomes a critical component of maintaining the reader's suspension of disbelief.
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