Here is an example:

“My ex cheated on me – – > All men are cheaters”
“My ex cheated on me” = fact
“All men are cheaters” = interpretation = over generalization = cognitive distortion

Why do you do it?

Because it gives you a reason to blame and blame can feel good. 

Stick to the fact. 

“My ex cheated!”

“All men are cheaters” is not a fact, it’s a conclusion, an interpretation based on a fact.

The overgeneralisation is a distortion.

Why is there an urge to jump to conclusion?

Because that channels the overflowing anger, frustration and shadow energy behind these emotions.
And that feels good.
But if you take that one step further, that’s what you do as well if you blame an entire race or a nation for an isolated crime.
That’s the starting point to discrimination.