Among the strongest motivations for looking up a word in the dictionary is to prove that someone else is wrong about a word. Another is to answer the question: “is that word really in the dictionary?”
These two powerful reasons combine on April Fools' Day every year, and we see gullible looked up many times, as the dictionary becomes the punchline of a joke that’s been told and retold but finds new naïve victims every year: "Did you know that gullible isn't in the dictionary?"
This joke is a perfect combination of childish prank and intellectual challenge. The more certain a person is of the answer, the sooner that person wants to prove it—and fall into the trap.
Gullible is a very recent word in English. It dates from the early 1800s, and seems to have been formed from the slightly older gullibility. They trace back to gull, used as both a noun and a verb from the 1500s. The noun meant both “dupe,” “sucker” and “deception,” “fraud” (as in this sentence from Shakespeare: “I should think this a gull but that the white-bearded fellow speaks it.”) Gull as a verb means “to deceive.”