It never occurred to me that this might be a language problem, but I do find it somehow hilarious to imagine a Dutch person saying that (assuming you've translated the sentence literally). This makes me wonder how, shall we say, zany we must generally appear to the Dutch. It also makes me wonder how many other such misunderstandings are lurking under the surface with continental Europeans who appear (damn you) to have native-speaker-level command of English.
Zany just means wacky. It's an older word (deriving, I just learned, from commedia dell'arte). I was looking (jokingly) for a euphemism to approximate your implicit category of this-person-is-either-crazy-or-smoking-something.
gruseom was using "zany" as an adjective, rather than as a noun. If I am the person in definition #3, then I am acting like a buffoon and I am very "zany".