Dib is majorly obsessed with the paranormal. He is constantly trying to prove to everyone that Zim is an alien, but no one believes him. It seems he has done this kind of thing in the past, so it's no big surprise to the other kids when he's babbling about Zim being an alien. He keeps trying to expose Zim, to somehow prove to the other's that Zim is an alien, and that he's not crazy, because everyone thinks he is.
