I don't think it's that people don't believe you, it's more a case that your probably being trolled, but at least your troll has a sense of humour. It might even be your friend having a laugh - for one thing the server talking to you?, it's just a case of entering text on the server, and it comes out like that.
But anyway maybe you should do something trollish... like log in when he's not around, and put up some signs of your own, if he is trolling you (lightheartedly of course) then he might come clean, esp if he thinks someone else is trolling too. Maybe try building something like a house, don't get too attached to it, and see if anything suspicious happens to it, lay out some troll bait

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Weird things do happen in minceraft, including being visited by players who aren't all about griefing - hell for all you know it could be Notch or someone from Mojang, Notch has been known to visit peoples servers - I imagine there are some back door commands and tricks that people can pull to troll people or just have some fun with them.
One thing for sure, it's someone doing it, not some self-aware server who ''whants two pleh ah gaim''... unfortunately.

Health, Ammo, and bacon and eggs!
