A manager once wrote to Ask a Manager about an employee who had started a rumor that two coworkers were having an affair. It spread, people reacted to it, and it was not true.
Why coherent stories are the risky ones
A story that is well told, urgent, and consistent with what you already suspected is not more likely to be true because of those qualities, it is just more persuasive. None of coherence, urgency, or a credible-sounding source substitutes for actually confirming what happened. The case above is what this looks like once it is acted on, a story that fit what people wanted to believe caused real damage before anyone checked it against anything else.
The actual cost comparison
Confirming a claim before acting on it usually costs very little, a short conversation, a direct question, a day or two of waiting. Acting on something false costs far more, and the cost lands on people who did nothing to deserve it, which is the part that is hardest to undo afterward.
Where to start
Before repeating or acting on something you heard secondhand, name specifically who told you and how they would know.
If the answer is someone who heard it from someone else, that is not confirmation, it is a second copy of the same unverified story, and it is worth treating that way until you have checked it against something independent.
Reading how much verification a specific piece of information actually needs, versus what would just be excessive suspicion, is a judgment that depends on how much acting on it would cost if it turned out wrong. What this gives you is the question worth asking before you repeat or act on it.
There is a specific way to ask a clarifying question without it sounding like you doubt the person telling you, and it is worth having ready before the next story that feels a little too neat.