Ichabod Crane showed that he was gullible because he listened to all the tales told by the townspeople and hung on their every word.  He would visit "with the old Dutch wives, as they sat spinning by the fire" and listen to their spooky, suspenseful stories.  They told him all about haunted bridges, brooks, houses, and fields.  The old Dutch wives told him of other mystical creatures, as well.  The tale that Ichabod Crane found most fascinating was that of the Headless Horseman, who was said to be the ghost of a Hessian soldier whose head was taken off by a cannonball during the Revolutionary War.  He believed their tales so much that when he walked through the Hollow at night, he would become frightened by every shadow and sound.  

If Brom Bones was indeed the Headless Horseman who chased Ichabod at the end of the story, then that is the greatest piece of evidence at all.  Ichabod believed so much in the tale of the Galloping Hessian that he let it chase him away from Sleepy Hollow forever.