When Neo sees the Oracle, she tells him that he's not the One. She also told Morpheus he would find "The One" and told Trinity she would fall in love with The One.
Later Morpheus tells Neo that The Oracle told him "what [he] needed to hear." In other words, Morpheus expected the Oracle to tell Neo something that was likely not the truth. Trinity is with them when Morpheus tells him this and doesn't seem surprised to hear it. Neo has also told Trinity that the Oracle told him he was not The One.
Both Morpheus and Trinity are convinced Neo is The One and have no problem accepting that the Oracle might not have told him the truth.
Why are they so sure the Oracle told them the truth and told Neo what he needed to hear instead of it being the other way around?