To be fair, Barlgruuf isn't psychic, and you never have the option of telling him how much of a milk-drinker you was at Helgen. I guess he makes the mistake of assuming you are something you aren't? ;P
The lore behind the origin of mortals using the thu'um confuses me a little, as I am sure I have seen 2 ways that it came about. One was an Aedra (I think Kyne? Not sure, not totally up on the gods, or even the lore for that matter, I know enough to make the game world very interesting, but not so much that I ain't interested in finding out more, anyway, I digress), that gave the gift of Thu'um to mortals, and the other was that Parthuunax taught the first few mortals, who then passed it along since then I guess. Which one is true? Even though the game kinda says they are both true (That can't be, as there can't be 2 true origins of the same thing). Wish I could remember the relevant books that state the aforementioned.

Sorry for maybe off topic.