Martin just stares, so comfortable around Anders that the poking doesn't faze him.

"No, I died. I turned into..." This will sound insane. "...a dragon wreathed in flames, which consumed my body. What she wants to know if I'm the real Martin Septim." as opposed to what? Anders wouldn't know why his name is so damned famous. "I...died protecting my realm against the daedric prince of destruction, Mehrunes Dagon. I fought him as the Avatar of Akatosh, and I won."