My older brother had me convinced of two lies when I was a little kid they were as follows:

1) My teachers were in fact androids as in the type from Aliens. This as a small child made me behave more at school than anything else as I was genuinely more terrified of the character Bishop from the movie Aliens than of any of the Aliens.

2) Santa was a martian who had a rocket ship, how else did he get around the world in one night. This was because I was a kid obsessed with planes and flight. I knew it took hours and hours to fly anywhere even at supersonic speeds. Otherwise my mom and him would have had to explain to a very young Steve and my sister why Santa wasn't real. I've continued this family tradition to my nephews and nieces.