I remember reading about a story in which an interstellar civilisation has a tradition where the citizens of each planet come up with elaborate and absurd hoaxes to trick new arrivals to their planet, as a form of good-natured fun. However, I haven't read the story itself.
I thought it might be from Banks' Culture series, as it feels similar in whimsy. However, I haven't been able to find any mention of this online. I also thought I might have read about it in a review of Lockstep by Schroeder, but again it isn't mentioned in any of the reviews I've found online.
I think this was part of a novel rather than a short story, but I'm not sure. I believe I read about it perhaps 3 years ago.