What stood out the most among all the stunts that Lady pulled was, in Fallon's opinion, the whole evil flower act.
No matter how absurd it is to pretend to be rude and mean just because it's her so-called role in the story, he does think that she's serious about this entire thing. He eventually began to trust her words, especially after seeing how each of her future predictions came true. While her confession back then wasn't able to fully convince him, her actions in the present were enough to do the trick.
There was even a time when Lady made a 'How to Be the Perfect Sidekick' guidebook for Fallon.
"Read this in preparation for the future. I have already listed down everything that you can assist me with. Take note of that part that says you have to make way for me whenever I have to bully the heroine. Your job as my sidekick is to help set up the spotlight. I will take care of running the show. Do you understand?" was what she told him then.
