The conspiracy theorists say that we should be be enormously skeptical of everything we have have heard in the news about Newtown. Yet they seem to seize on certain bits of information that were reported right after the incident and are determined to be totally un-skeptical about those.
1) Some folks don't fully trust the media or the government. They believe in the old "trust but verify" concept. They want to ask questions and they want to examine and weigh the evidence. They say things like "Where is the film? Can I look at it?" so that they can decide for themselves. Got a bunch of those folks on this thread.
2) Some folks deny that anything funny could ever take place, and they believe whatever they are told. "Don't be a nut" they say. Got a bunch of those folks on this thread.