If you're wondering whether you should bother taking steps to prevent going mad, chances are you're halfway there. It is a classic paradox that people that vehemently defend their sanity are the ones most likely to be far from it1.
Your best bet to determine whether or not you are already loopy is to experiment on yourself - tie a rope to the wall and leap into insanity.
Firstly, make a big sign that reads 'Do Not Go Crazy', and pin it to your bedroom wall so it's the first thing you see when you wake up. This is important.
Next, think of something you know to be ridiculous, and set about believing it2. Try and believe something relatively harmless like 'Doritos are good for me', or 'the colour pink is a conspiracy against Siamese people'.
And now... believe it.
Not just believe like you believe wrestling, but believe it like you believe that pork comes from pigs. Make it fundamental to your being. Start relating it to everything else. The consequences will amaze and shock you. Soon you will find yourself planning to go on a Dorito-only diet and sending apologetic letters to Siam. Before doing anything drastic however, go to sleep.
If all has gone according to plan, you will wake up, determined to panic-buy Doritos, only to read the sign on your wall and say to yourself, 'Hang on a minute, that's just nuts.' Congratulations, you now have a reference point. You have been a fruitloop for a day and you know what you're dealing with. It is vital that you remember not to go mad, as our memories define us. You should remember this in the same way that you remember to turn the steering wheel when approaching a corner, or how to tie your shoelaces, both of which can get you killed.
Once you find yourself sane again, you will gradually start to question everything else. Keep the sign on your wall. You may go mad again without realising it. If you make a startling discovery, you may be the Galileo of our time, or you may just be stark raving.
After a few weeks cycling between here and la-la-land, you will come to realise that there is very little difference between the two. You will realise that it's a lot easier to just go along with everyone else. Take the sign down now. Insanity, like everything else, is relative.
A Final Note
Recreational insanity is dangerous. It is important that it not be done whilst operating heavy machinery, driving a motor vehicle, underwater, or governing a country.