There's a chap at my school called Lancelot. Aside from the fact that it's rather a silly name, it doesn't mean that he's truly a time traveler from Merlin's court. Your 'Sherlock Holmes' could well have been named after a fictional character, and 'The Doctor' is horribly vague. Anyone could call himself that.
I'm sorry, Wagner, I have to trust my professor on this. The alternative is absurd. It's far more likely that this Mulder chap was ragging you a bit, seeing how much he could convince you of. People keep doing that to me here. I still can't work out whether hot dogs are really dogs.