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When we are about 8 years old my sister threw this one out there :

"Do we live on the moon?"

Both my parents and myself were in the car and had no idea how to reply, because she was being serious. We finally just said, "No, why would you think that?" She says, "I dunno, we dont see Santa Clause but we believe in him, but I can see the moon so " I still give her a hard time about that one, I mean it has like no logical explanation what so ever but she tried to explain.