Alright, so you bring this alleged time traveler with you to visit two or three different psychologists, all of whom are appropriately surprised by the whole 'time travel' thing but agree that you seem to be perceiving and processing the facts of the situation accurately.

Furthermore you have a lot of expensive tests run on the health and functionality of your brain, and all of the results turn out within normal limits. Camera-phone videos of the initial arrival are posted to the internet and after millions of views nobody can credibly figure out how it could have been faked. To the extent that introspection provides any meaningful data, you feel fine. In short, by every available test, your sanity is either far beyond retrieval down an indistinguishably perfect fantasy hole, or completely unmarred apart from perhaps a circumstantially-normal level of existential anxiety.

Now what?