In this context, "Are you pulling my leg?" is an idiomatic expression meaning "Are you joking or teasing me?". When someone says "really" in response to this question, they are expressing their disbelief or surprise at the idea that the other person might be joking.
Note: The provided meaning of the answer is for the latest New York Times crossword puzzle clue: "Are you pulling my leg?". Explanations are generated by AI and may be inaccurate.