8. “The Why Of Fry,” Season 4, Episode 10
The Episode:

Nibbler reveals himself to be a highly intelligent creature whose people must recruit Fry to save the universe from a race of sentient brains. For Fry’s own protection, Nibbler then erases his memory of having saved the world. Leela, totally unaware that Fry is literally responsible for keeping the universe intact, tells him, “I don’t care if you’re not the most important person in the universe. It really makes me happy to see you right now.”

Why You Will Be Reduced to a Puddle of Tears:

Fry responds by telling her, “Then I am the most important person in the universe.”