Joe has a slightly embarrassing issue.
Simply put: Everything he says is true from that moment on until Joe himself contradicts it.
For example: If Joe were to say that hundreds of people turned up at his birthday party the very fabric of reality would be altered such that, for whatever reason, hundreds of people turned up at Joe's birthday party. This includes editing the past, altering the weather, and manipulating otherwise random events all the way back to the big bang.
Joe can't affect the fundamental truthiness of his statements, and blatant logical or linguistic paradoxes like 'This sentence is a lie' will either do nothing or randomly flip to one of the potential outcomes.
If Joe says something that is physically and universally impossible (for example: 'Pi is exactly equal to 3.14') then nothing happens, but if there is the slightest chance (however improbable) that it may occur then Joe can make it so it did.
Joe is allowed to make temporally paradoxical statements, with the caveat that the universe will preserve his own existence and ability to make statements at all costs. Statements like 'My biological father died before I was conceived' will somehow work themselves out such that they are then true (potentially a sperm donor, or alien clones).
Statements like 'I'm a unicorn' will result in Joe being a sentient unicorn capable of talking, all the way down to potentially rewriting the entire evolutionary history of Joe. Intent means a lot when he makes statements, and in many cases the things he says are subconsciously caveated with 'but other things stay pretty much the same'.
Joe has grown up with this power. To him it is entirely natural. Needless to say he is not the most balanced of individuals and will happily blot entire worlds out of existence without thinking anything of it.
The question is whether it is possible for anybody to notice what Joe is doing, given that the entirety of history will (and in some cases must) be rewritten for Joe's statements to become true.
Taking the unicorn statement as an example, is there any way for people to realise that Joe has rewritten the universe such that he is a unicorn, rather than them just accepting that Joe is a unicorn (or possibly being weirded out by the unicorn that's saying it's called Joe)?
Edit for clarity: Can't believe I forgot to mention this: Joe's memory is inviolate. It's one of the things maintained, along with Joe's ability to make world changing statements.
Edit II: Joe is, in this case, being used as a proxy for various potentially world changing entities in this world.
Edit III: yes, other peoples memories are edited as a natural consequence of the world being different. If they weren't this would be a very simple question to answer. :D