Why do people always think their way is the best way?

I think because we are humans...

Its the human psychology. everyone loves self the most. so you are biased in your opinion. it happens to most of the people. Very few people are great any can accept other's way of thinking.

Some times is more than one way to do something. Maybe what works for one person will not work for another. As long as the task gets done properly that is the important thing. Perhaps the other employees have been working there so long they can't really remember why they started do it one way or the other. Are there any written procedures? Does it really matter which way it is done? In my job there are many ways of doing the same thing. I tell new employees to try out what older employees tell them, then pick the style that suits them best.

I don't know -- some people are just set in their ways & don't want to try something new -- even if it's a better way to do something!

It is awful situation. But people are made in this way. Most of us think that we are always right no matter that we do mistakes, too. It is just life. Few people want to accept the thinking of somebody else. Everybody thinks that he is unique and that's it.

Since you are new, then you need mentors to do the task assigned. It's better to have mentors that guides you rather than doing your own way which could lead to trial and error. You tend to have more mistakes if you don't have mentors. The two people who are telling you how to do the part of your job have good intentions for you.