DM: "A man wearing merchant clothing arrives at the gate. He politely ask you to you to be let in."
Player: "I roll my insight/perception..... 3, damn."
DM: "He appears truthful and to be nothing more than a regular merchant in his middle-age."
Player: "I don't buy that. I'll shoot him with my crossbow."
This boys and girls reminds me of another gaming anecdote...
So one night at Ross's dining room table, we had two new DG players, the engaged and now married couple John and Katie (who appear in Best Game Ever). John had previously played in the Iron Heroes campaign and had played one session of the DG campaign with us. Katie was familiar with DnD, but had never played the masterful game of the dark arts and paranoia, emphasis on the latter, that is Cthulhu.
My DG-friendly FBI field agent (a different agent than the one that immolated himself) was already feeling a bit twitchy. He kept looking out the curtained windows of hotel expecting something, anything, to come stalking along after the party. This is where Katie's character comes in. Katie was playing a journalist who had learned of the strange group of apparently heavily armed individuals with various specialties holed up at the hotel and had come sniffing for a story. She figured the best way to attract the group's attention was to casually lean against one of the group's cars until the group appeared from their various rooms. She unwittingly picked the car of the FBI field agent.
My character stormed out of his room gun drawn and pointed directly at Katie's character in what in my mind is still the best introduction to DG / CoC one could have:
Katie: Whoa! What the hell?!?
Me: Who the hell are you? What the hell do you want?
Ross: You realize it's broad daylight and you have a gun drawn on a journalist.
Me: So?
Ross: (Sigh...)