This would seem like an obvious thing that you would expect everyone to do. Think about things, have discussions, decide what you think is right and form your opinions. Then you can look around and see who you agree with and perhaps adopt a particular label that goes along with that opinion.
Perhaps for example after much thought and discussion about health care, you decide that everyone deserves health care and you think that the government should have a hand in making sure everyone gets the care they deserve. You notice that this opinion lands you in the democratic camp on this issue. Or perhaps on the other hand you decide that government sucks at making sure that such care will be delivered in an efficient manner and you think that everyone will be better off if the government doesn't get in the way. You notice that you seem to agree with republicans on this issue. If you notice that you tend to agree with one party or the other on most issues you might adopt that label. This makes sense to me.
Unfortunately, this is often not the way it goes. People will adopt a label first for a variety of reasons (when I was growing up I was a republican because my parents were republicans, then when I got a little older I was a democrat because my parents were republicans). Then once they have the label they adopt the opinions that are expected of them for having that label. What do you think of the wars that we are involved in? Does your opinion of whether spreading democracy is a good idea depend on who is in power at the time? If so there is clearly something wrong with you. That's not to say you can't change your opinion, but it is obviously wrong to praise one guy and demonize another for doing identical things.
This isn't just about politics, but group think in general. How many people out there get a list of things they are supposed to believe from church (articles of faith)? How many people agree with some things a person says and then mindlessly adopts the rest of their opinions? A lot of people do this, thinking about every opinion takes time and energy which most people don't have. It is easier to say "I'm a democrat so I believe this" or "I'm go to this church and we believe that". But you should be saying "I believe this so I'm a democrat" and "I believe that so I go to this church". And we should definitely spend a hell of a lot more time saying things like "I consider myself a democrat but they sure are wrong on this issue" (Although in my estimation the republicans are the ones that need a little practice on this front)
The difficulty comes from time and energy as I mentioned above. We come across so much information that we can't possibly process all of it. Sometimes adopting a label really does help things and it might even help us react to something before we have a chance to really analyze it properly. But when you do that, you should be aware of it and come back to it in more detail when you get the chance. And if you ever find yourself asking someone "what do we think about that" you need to take a step back and do some serious reflecting.