The story of the skulls of Pelusium illustrates Herodotus' use of evidence: he has checked the facts for himself. His explanation is obviously wrong, but at least he knows what he is talking about and is not repeating a story he has not checked. The skulls he describes were the remains of people killed in action during the battle of Pelusium, in which the Persian king Cambyses defeated the Egyptians (525 BCE).
The skulls of Pelusium
[3.12] I was witness moreover of a great marvel, being informed of it by the natives of the place; for of the bones scattered about of those who fell in this fight, each side separately, since the bones of the Persians were lying apart on one side according as they were divided at first, and those of the Egyptians on the other, the skulls of the Persians are so weak that if you shall hit them only with a pebble you will make a hole in them, while those of the Egyptians are so exceedingly strong that you would hardly break them if you struck them with a large stone.
The cause of it, they say, was this, and I for my part readily believe them, namely that the Egyptians beginning from their early childhood shave their heads, and the bone is thickened by exposure to the sun: and this is also the cause of their not becoming bald-headed; for among the Egyptians you see fewer bald-headed men than among any other race. This then is the reason why these have their skulls strong; and the reason why the Persians have theirs weak is that they keep them delicately in the shade from the first by wearing tiaras, that is felt caps.