Sometimes "just thinking harder" works, but often not. A debugger helps you understand what your code is actually doing, while your brain is flawed and makes flawed assumptions. Regardless of who you are, it's unlikely you will be manually evaluating code in your head as accurately as gdb (or whatever debugger you use).

I think a lot of linux/mac folks tend to printf debug, while windows folks tend to use a debugger, and I suspect it is a culture based choice that is justified post hoc.

However, few things have been better for my code than stepping through anything complex at least once before I move on (I used to almost exclusively use printf debugging).