Lambo would probably do his best to recreate a mermaid Gokudera. They could believe Yamamoto, but Gokudera will vehemently deny it.

"You saved me!" Gokudera says, voice lilting affectionately as he stops rubbing and pats Jiro gently. The dog feels like a pillow and isn't as excitable as most. Toasted marshmallow dog-shaped pillow! Honestly, Gokudera loves animals too much. He's almost cooing before he stands up and brushes the sand from his pants.

"I don't know if they're real... but I bet if they are, they're smart enough to stay away from humans." Maybe there are alien mermaids in the water? Gokudera seems a bit excited.