I want to talk briefly about what it really means to be a skeptic. Skepticism can be variously defined, but it generally relates to the idea that information needs to be well supported by evidence to be believed. It seems characterised by an attitude that questions sources, checks facts, analyses data, and fields a healthy amount of incredulity with regards to nonsense.
In short, I think a skeptic is someone who comes to beliefs about reality through a process of rational inquiry into source material, and compares what he finds to reasonable standards of evidence.
The interesting is that, really, everyone thinks of themselves as somewhat of a skeptic. Few people would describe themselves as uncritical or uninquisitive or easily impressed. So what seperates a "real" skeptic from everyone else? Basically it's two things:
(i) applying your skepticism to most if not all areas in your life, rather than just the things you don't agree with
(ii) going through the time of setting out reasonable standards of evidence
These two criteria can't be understated. The first criteria is the reason why -despite their complaints- most skeptics don't believe religious people can really be skeptics. It's true that they can be skeptical about many phenomena, but the idea is that being a skeptic entails taking the axe of reason to your core beliefs as well; and many religious people don't do this and find all kinds of excuses to exempt it.
However I want to focus on the second criteria. As I've pointed out before, if you want to see pseudo-skepticism at work, try to talk to a creationist about the evidence for human evolution. If you've ever tried it, you'll know that it will involve every single step of reasoning being subjected to a ludicrous standard of ideologically driven hyper-skepticism. After listening to some of the more classic cases of creationist logic ("Were you there at the beginning of the universe? So how do you know what happened?"), it's not uncommon to hear creationists literally bending the laws of nature (like the decay rate of various radio-active compounds) to weasel their way out of an argument.
The thing is, creationists in particular have an unrealistic image of what evolutionairy theory is, and so the requirements they set for evolution to prove itself are unrealistic as well; it's gotten so bad that many of the supposed "proofs of evolution" they are asking us to provide, would in fact disprove evolution.
Real skepticism sets reasonable standards. While it's common for us to wander into a domain of knowledge we don't understand and set unreasonable standards for a claim, skeptics prove themselves by analysing the available theories and try to honestly think what evidence they could expect if said theory were true... and then they go out and see what is there. This process of setting reasonable standards can be reiterated several times and is absolutely critical.
It is ultimately the pitfall of every conspiracy theorist that they set gigantic standards of evidence for one set of theories (for a classic example check out the 9/11 Truth movement which apparently believes that unless there is a comprehensive and detailed catalogue and explanation of every act of the terrorists on US soil, of every second of the building's collapse, of every single substance present in the towers and the eventual temperature of the fire they would unleash, as well as every single instance of bad phrasing or misquoting of relevant politicians,... paranoid conspiracy theories are more likely) while they set ludicrously low standards for their own theories (I'm still waiting on the first whisper about how one actually goes about making clean simultaneous horizontal cuts using experimental nano-thermite at 1200°, let alone how they managed to get it into all these buildings).
The same goes for Holocaust Deniers, who believe that quibbling about what colour the smoke of cremated gassed Jews should look like, will ultimately stack up as convincing evidence against the fact that no Nazi ever denied the Holocaust took place.
Or creationists who don't believe in abiogenesis unless every single step is repeatedly demonstrated in a lab, but think magic can somehow do anything. Or Turin Shroud believers who demand a full replica of the Turin Shroud using Medieval tools, as if that will momentarily distract from the consecutive C14-datings proving the artifact a fake.
The pattern is as predictable as it is systemic.
There seems to be a reflexive inability among non-skeptics to put your ego aside, take a step back at the contrived arguments you're forced to make and say "Is this really what the defense of a tightly argued for, evidence-based case looks like?"
Now how does this relate to history in particular... Modern humans in the digital age don't realise how truly blessed (though arguably also cursed) they are with the incredible amount of information available to them at every point in their lives.
Global analysts studying modern wars can boast about having access to thousands upon thousands of reports, studies, surveys and quotes, extensive video and audio material, and so on. Biographies (or simply informed statements) about Hitler can be backed up by records of virtually every thing the man said between 1929 and 1945.
Follow this trail downwards into the foggy realm of Ancient history, and you'll realise just how steep its decline is. Atheists looking for evidence of a historical Jesus who come to the scene demanding contemporary eye-witness-testimonies are often surprised to find that we don't actually have such things for pretty much anyone in Ancient history.
History in particular is a true test for the skeptical mind. Given how small and precious our sources for most of the period are, it's easy to wander off into fantasies of what could be behind all of it; a grand scheme to unite all the disparate points of data we actually have. But whereas in science generally we can somewhat afford leaps of this sort, since you just go out and run more extensive tests, history is -for the most part- forever bound to the few sources we actually have.
Arguably this is why conspiracy theories in history are so prevalent: it only takes a small amount of bias to look over a relevant passage or to assure yourself that a given section is an interpolation, and the amount of "freedom" (i.e. hypothetical nonsense) you can draw from even slight misinterpretations is truly amazing. It's like attaching the sail of your boat to two or three screws: as long as they are all involved the story stays close to the sources, but rip one of them loose and the sail suddenly shoots off way into Kooksville.
In academic historical analysis, sources are analysed for bias and interpreted with the utmost care since many subjects mentioned in any source will be mentioned by that source alone. And any theory that strays too far from that which is attested to by our available sources, or relies on ad-hoc supposition and ignoring alternative sources, is harshly critiqued.
Some people can't handle statements of this sort and resort to a kind of "historical agnosticism" where no amount of source material could really convince them to any statements about history. These people think that the noise to signal ratio in history is so great that it should virtually be discarded as a domain of knowledge. I don't agree with this view, even though I kind of respect it since I guess people can choose for themselves what level of certainty they want their beliefs to have. (The reason why I don't respect them in practice is because it's nigh impossible to be consistent in this view and they almost inevitably fall into the trap of only being historically agnostic about what they don't like to be true, but happy to except many other things with similar standards of evidence).
Others accept this fact about studying our history and go on to subject the available theories and evidence to standards of proof based on the evidence we can reasonably expect; not the kind we'd simply like there to be.
At any point in a historical inquiry (or any inquiry), a skeptic should take care to evaluate each theory fairly and figure out what evidence each alternative could be expected to provide -and usually this won't be all that much- and to be constantly vigilant that you're not simply using ad-hoc supposition to corroborate what you'd like to be true, and are falling in love with your own theories. You would not be the first.