Ever since my wife was little, she had a particular name chosen for her son. So when we got pregnant, we already knew what the boy name would be. But we had fun coming up with a girl name, and that fun was both serious fun imagining a world in which we'd have a Megan or a Lily or a Lydia or whatever, and it was also very playful and ridiculous. We would one-up each other with what we thought were ridiculous names that just don't make sense (given our language, culture, etc.).
So then our son was born, and she got her wish for the name she's always wanted. Then when we got pregnant again, we got to go through the fun a second time around. One day, when my dad was over and was playing with our toddler, my wife and I were joking about silly names. "What about X if it's a girl? What about Y if it's a boy?" I got a call that night from my mom, very concerned.
"Have... have you decided on baby names? ... What did you decide?" I told her the two names we had (seriously) decided on. "Oh. Your father thought he heard some very bizarre names that you were thinking about." We had to explain our little game to her so she understood the situation.