Gullibility at it's Finest

     So one thing I have always had an issue with is gullibility.  Now you would think that would be an easy thing to fix, but in some cases, how can you tell whether the person is being honest or whether they are trying to trick you? Since that might not make perfect sense, I will use an example.
     I have a friend who lost his job a few months ago and with the way he is, he is very good at finding the positive in situations and being able to make the most out of what he has.  (I very much admire this trait of his, by the way).  Anyway, I saw him a few weeks after this terrible event and asked him how his family and he were doing.  He answered saying that they would soon be able to buy their three cans of beans to share for the week, so luckily they would have food.
     Ok, so you may be thinking that this was an obvious joke, but would you want to be the one to laugh only to realize that it wasn't actually a hoax?  Granted, he said this with a perfectly straight face and seemed completely serious.  So I proved my gullibility once again by believing him.  I was seriously showing concern and apologizing to him for his situation.  Boy did I feel stupid when my sister and he laughed at me for believing him.
    Therefore, my new debate is finding out how to react to something when you aren't completely sure if it is the truth or a joke.  In situations like this, you really only have two choices: 1. Take it as the truth and risk looking gullible or 2. Laugh, assuming it's a joke, and risk offending the other person when it really was an honest story/situation.  The positive to number 1 is that if it was the truth, you have the correct reaction, but there is the risk of embarrassing yourself through gullibility.  The positive to number 2 is you don't make yourself look gullible (obviously), but if the person was actually telling the truth, you seem unsympathetic, inconsiderate, and rude.
     So personally, I would rather number 1, no matter how much I may embarrass myself.  I think it's better to be on the safe side, even if it means making yourself look somewhat daft.  But what do you guys think? Which would you prefer?