My dad recently told me a funny story about something that happened to him. Except it actually had happened to me and I had told him about it years before.

I recognize this in my self, so I usually preface the story saying something like "this may or may not have been me, but I'm telling it from the first person". First person stories are funnier. This is part of the "telling a yarn" or "tall tale" tradition I grew up with (in Texas).

Better your Dad with a funny story than your boss with a victory tale!

Heh, my wife was recently telling a story about how she taught our son how to run into a hug. She did not, I actually did, but I let her have it since she was so excited about it.