A wally really is a name for a pickled gherkin! That girl wasn't lying and is indeed wiser than you!!
A childhood belief about gherkins

others believed things like this
- I use to believe that my grandpa invented the wall because his name was WallyAnon
- I thought gherkins were pickled slugs.— Cat
- Up until 5 seconds ago, I had no idea wat a gherkin was— It's a little cucumber, stupid!
- I used to think that a gherkin was some kind of piece of machinery. I wonder where I got THAT from...— Some Idiot
- I used to believe that if you crossed your fingers when you were lying, you weren't really lying.— jo
- I used to believe disneyland was under my sister bed. I was well dissapointed when I found out she was lying!— Joe B