Our Gemara on Amud Aleph quotes the warning of Rav Nosson:
Anyone who vows, it is as if he built a personal altar outside the Temple, and one who fulfills that vow, it is as though he burns an offering upon it
The language is notable as there are two stages. First, the person impetuously makes an ill-advised vow. However, he’s not yet in such hot water. He can reverse course and humbly seek nullification from a sage. At this point he only built a forbidden altar. But if he stubbornly sticks to his position, and fulfills this excessive and angry vow, it is now as if he offered a sacrifice on it. Stubbornness and arrogance caused him to double down and refuse to alter his course, even though now he is past the original anger.
It is not for nothing that elsewhere the Gemara (Sotah 4b) considers arrogance itself to sacrificing on a Bama (forbidden altar). The person who decides he knows better than the traditions and system of the Beis Hamikdash arrogantly thinks he can make up his own rules, and sacrifice where he wants.
Confirmation Bias is the psychological term for the investment we have in confirming opinions we already have decided, selectively filtering out memories and perceptions to reinforce our current belief. A cognitive distortion that is a subset of Confirmation Bias is the Irrational Primacy Effect. That is, the illogical extra credibility we place on something we hear first. (The Rambam, in his introduction to Sefer Hamitzvos, rails against people who foolishly believe in the first opinion they hear, and reject subsequent opinions, even if they are logically compelling.)
The Gemara (Yoma 86b) says if a person sins, and then repeats his sin, it becomes as if it is permitted to him. This is because of this effect and the fear of facing the truth, so one must rationalize that he is right. Rav Yisrael Salanter is said to have quipped, and if you persist and sin for a third time, it becomes a Mitzvah!
How many times do we stick to our guns because we are too proud to admit we are wrong, doubling down and doubling the damage?
Translations Courtesy of Sefaria, except when, sometimes, I disagree with the translation 
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