Not sure if this is 100% true but it sounds like Rickey...
When he joined the Mets, John Olerud was on the team, One day Rickey asked Olerud why he wore a betting helmet in the field. Olerud explained that he had a medical condition and needed to protect his head.
Rickey thought that was weird and told Olerud that he played with someone in Toronto who did the same thing.
Olerud said, "Rickey, that was me!"