I have two completely unrelated thoughts on your post.
First, whenever someone responds like that, they are as much curious/fascinated as anything else. You don't have to defend what you do, just explain it to them. You don't have to prove anything to them and they can choose to not believe you. Whatever you do, don't take their disbelief personally.
As far as my second thought is concerned, I am making no assumptions here. I'm just stating a fact.
If you tell people that playing poker is your job, you have to treat it as a real job. By that I mean that you need to make sure that you are doing everything that a self-employed person does with regard to state and federal income and unemployment taxes, as well as social security. If you don't, this can come back and bite you in one of three ways.
First, you need to be aware that there is a reward paid for people who turn in tax evaders. I believe the payment is three times the penalty the IRS would assess you. If it's public knowledge that you make a living playing poker online, anyone out to get you can make a pretty penny turning you in.
Second, if you do cross paths with the IRS, they will want to know how you are supporting yourself.
The third way is that there are times when you will need to provide proof of income or an employment history. This is hard enough for self-employed people who have documentation and tax forms. I know that from experience. It would be nearly impossible for you to do that without them. (BTW, in these situations I would be really careful to avoid telling them what you really do if you don't have to. Calling yourself a professional gambler would be enough to kill all kinds of deals.)
Again, I'm not making assumptions here. If you are addressing all these things, great! If not, you may need to reconsider how public you want to be about your chosen profession.