[Dunati]

I was talking to my kids about this sort of thing recently, but in the context of scientific scepticism.

I don't think believing makes you gullible, is just that the consequences for believing in this case are negligible. At worst, you repeat the story to someone else, as second-hand fact. Mostly likely however, you'd never think of this conversation again, and it would have no effect on your behaviour. I think it says much more about the person telling the lie (this is a shitty thing to do to a friend) than the person accepting the lies.

Extraordinary claims may require extraordinary evidence, but it really only matters at the point where believing those claims affects one's behaviour and the consequences are tangible and different from refutation of those claims.