I'm with Busey - Season 1 Episode 8 Mystery

Gary teaches Adam about Mystery in this episode. After Adam solves the mystery of where in the house Gary is, Gary shows Adam the mystery of feeling like a cow full of milk. Then comes the mystery of UFOs as well as "replicants", complete with re-enactments. An encounter with alien activity expert E.W. leads to attempts to communicate with other replicants and then a journey to find Bigfoot. Unfortunately, the alien expert and the Bigfoot expert have a disagreement about the validity of their respective fields and go toe-to-toe, much to Adam and Gary's amusement.