Psychosis has only been weakly linked to belief in conspiracies, but personality traits (such as detached-avoidant, anxious, and narcissistic) have been more strongly linked--although, there's contention within the field regarding so-called 'personality tests'. I think Goom is right that conspiracy theories, or the propensity to believe in them, have been around since time immemorial and I know the researcher Karen Douglas did a good deal of research on people who believe in conspiracy theories and found similar historical trends.
I also think IceMage's point that not all conspiracy theories are equal, and that there are times where all of us may find ourselves in a 'cart before the horse' moment in our believes, but there's a significant differentiating moment that happens at that juncture for people. Do you then reevaluate your claims with openness to being wrong? Or, do you do what conspiracy-minded people do and double-down on your beliefs?