When stuff like this happens, I suggest to the other players to have their PCs just take it at face value. The guy claims to be from outer space. What does that mean in context to your PC? Maybe he means something euphemistic? Maybe he's insane? Just because a player wants a wonky concept, it doesn't mean the other players have to buy into the concept. Clearly "Vegeta" is from the next kingdom over. He's just prone to hyperbole and fabrication.