I swear this really happened

We were playing a game tonight at dinner where we went around the table with each of us naming an animal to go with a letter of the alphabet. You know, a is for antelope, b is for barracuda and so on. All was going well until this happened:

Joseph: I is for iguana.
Jesse: J is for jackalope.
Me: Haha, ok. Name a real animal.
Jesse: (long pause) I did.
Me: No, Jesse, seriously.
Jesse: Jen! Jackalope! That's my animal.
Me: No, it's not. You have to name a ....... Oh my gosh. Do you think jackalopes are real?
Jesse: I ..... (gets tight lipped)
Me: Tell me you don't think they're real.
Jesse: What do you mean? They are real!
Me: (dissolving into helpless giggles) A jackalope is a made up animal. There's no such thing.
Jesse: Yes there is!
Me: I promise you that there is not.
Jesse: I'm pretty sure there is.

And it went on like that. In fact, I was never able to convince him and after dinner he looked it up online in an attempt to confirm he was right. He wasn't.

Thirty-three years old and he thought jackalopes were real. How did he think they burrowed with those antlers on their heads? How did he even think they held their heads up? I can't ask him because when I try to talk to him about it he just gets all tight lipped and cranky. I'm scared to ask him if he thinks unicorns are real too. I don't want to crush all his dreams in one day.