Agents of political socialization affect our political attitudes by giving us our first ideas as to what is right or wrong in terms of politics.
For example, a major source of political socialization is the educational system. In school, we learn to assume that our system of democracy and capitalism, with a great deal of latitude for individuality, is the best system. We learn, for example, that voting is a good thing. We learn that we are supposed to have individual rights. We might learn these things through explicit lessons in social studies, but we might also learn them from the fact that there are student body elections or from being told that it is each person's choice to dress the way they do and have their hair the way they do. These sorts of things teach us that personal freedoms and choices (the cornerstones of democracy and capitalism) are the natural way of things.