What to believe and what not to believe

Why is it that when I tell my children that I will (i) throw away disputed toys, (ii) put them to bed without any dinner if they don’t start eating or (iii) that we won’t go on holiday if they don’t stop fighting that they regard my threats as having zero credibility?

It’s not just because we’re talking about threats.

They do not believe me when I tell them, for example, that I am no more likely to be able to finish a particular level of Super Mario Brothers than they are. They carry on asking me just the same, clearly disbelieving my protestations. 

When I tell them that if they don’t go to sleep, they will feel like shit in the morning (or rather, they will make Elvira and I feel like shit in the morning), they treat my exhortations with all the scorn that toddlers can muster.

No, they do not believe me on a lot of things – a good number of which are in fact true.

And yet, having once idly suggested that there we might see a gorilla in the woods where we walk the dogs – Roger Jr and Tancred are absolutely convinced that the area is infested with man-eating, fence-smashing giant apes.

Notwithstanding all my attempts to show that this cannot be true – primarily because I MADE IT UP – they remain adamantly wedded to the "there are gorillas and they will eat me" thesis. 

Why do they believe me about the gorillas but nothing else?