And it's not just because the commercials are corny.
While the college students in this study were aware of, and realistic about, dangers outside their control(like being hit by lightning, or the government trying to bring them down for no reason, or corporate America repressing them, or something), they were unrealistically optimistic about their odds of avoiding self-controllable risks, like drunk driving, drug overdoses, STDs or becoming a hipster.
Or a metrosexual.
Another study asked students about how "vulnerable" they were to 10 negative life events including heart attacks, alcoholism, diabetes, muggings and divorce, and of course they rated "the average student" as much more vulnerable to these things than they (or their close friends) would be.
Many smokers, for example, acknowledge that "most people" who smoke will get addicted and/or die from it, but also believe themselves, for some reason, to be an exception. If you showed them a PSA about how smoking is addictive and kills people, they'd just nod their heads and completely agree, as long as "people" doesn't include them.