To be conservative essentially means believing you're the exception. The rule doesn't encompass you. You're special.
Which rule? Well, the specifics of that shape what kind of conservative you are. From a libertarian to a religious nut, from a Respectable Gay to a gun nut. From a racist to a transphobe.
But you have to believe your own lie that you're better than others. More aware. More of a person.
If you don't know what I mean, read "The only moral abortion is my abortion" for an example. It's easily available online.