[It's up to the first poster to come up with a set up, and then each following post will either complete it or fill in the blank(s). And, as always, whoever posts the set up is certainly allowed to post their own completion/fill in as a follow up.]
Fill in the blanks: "Melanie thought it was extremely funny after ________ admitted that (he)(she)(they) always believed ________!! Even Melanie herself wasn't that naive!!"