Looking for a short story about a man eating a sandwich who calmly reacts to an alien appearing
"Thus I Refute", a short short story by Terry Carr which you probably read in the anthology 100 Great Fantasy Short Short Stories (Isaac Asimov, Terry Carr, and Martin H. Greenberg, eds.), unless you read the original publication in Fantastic, April 1972, which is available at the Internet Archive (click here for download options). The title apparently alludes to the famous incident in which Samuel Johnson "refuted" Bishop Berkeley's philosophy of subjective idealism by kicking a stone.
It's about a man sitting in his room reading a book while eating a sandwich, when a being from another dimension materialises in front of him and engages him in conversation.
"I don't believe you'd understand my method of arrival," the stranger said.
"Try me," said Broderick. Three nostrils?
The stranger sighed. "I'm from an alternate time stream, and I arrived by means of a temporal translator. Does that mean anything to you?"
"Not a lot," said Broderick. He marked his place and set down his book on a ledge of the bookcase, next to a small dish with half a cheese sandwich in it. "Are you a building inspector or something?" He decided the nostrils were a birth defect. Weird, though.
I cannot remember what they discuss but the humour of the story was that the sandwich-eating man barely reacts to this alien's sudden appearance,
Broderick finished the sandwich and wiped his lips with a paper napkin. "Mr. Omo, you may think you're being funny, but as you saw, I was reading when you came in, and I want to finish the book tonight. If you're not a building inspector or somebody I have to tolerate in my apartment, I'll thank you to leave. Go make jokes with somebody else."
and (as far as I remember) calmly proves to it that it cannot possibly exist.
"Have you ever heard of Bishop Berkeley?" Broderick asked suddenly. He leaned forward again, elbows on knees.
Yaddeth Omo said guardedly: "No."
"I thought not, so I'll tell you about him. He said reality is only what we perceive. For instance, if a tree were to fall in a forest where there was no one around to hear it, would it make a crash when it hit? No, of course not; it's meaningless to say it would. Do you understand?"
[. . . .]
"It's a simple test—I snap my fingers, I wake up, and you're gone. Very pragmatic test. Shall I?"
"No!" said Yaddeth Omo, backing away.
"I think I will," said Broderick. "If you're afraid, you'd better leave now, before you get stuck in a world where you don't exist. Go back to your own world, if it exists for you, and stay there." He held up his hand, finger against thumb.
Broderick snapped his fingers.
Eventually the creature vanishes under the strength of the man's argument and he goes back to his book.
Yaddeth Omo disappeared, and a split second later Broderick's ears popped.
He smiled, and went into the kitchen to fix himself another cheese sandwich. As he got out the bread he wondered what the future of this time stream might have been if he'd been more of a fan of Sacher–Masoch. But that, of course, was idle speculation.