In the 800 BC, during the Zhou dynasty, there was a man from the country of Zheng. (Modern day center of China). 

One day, he was working so hard he ripped his shoes. He says: oh no! I'll have to run into town and buy myself a few pair of shoes. 

He carefully measured his feet with a string and head out to the marketplace.

When he arrived at a shoe merchant, he saw plenty of options but noticed he left his measuring string back at home. He tells the merchant he'll be right back, and frantically runs back to his home.

He goes back home, retrieves the string and heads back to the marketplace. Unfortunately, he wasted so much time running back and forth that the merchants have all started to close up shop. The poor man did not get to buy a new pair of shoes.

Depressed, he sits down and laments. Villagers came up to him and asked him why he didn't just try on the new shoes on the spot. He responds: the string is more accurate measurement of my feet, I am sure of it. My feet are unreliable. 

That is the end of the story.

Moral of this idiom: do not be so rigid and stick to conventional thinking while ignoring the reality