As you'll recall, throughout the episode Neal was presented as a regular ol' auto-and-jewel thief who fell in love with Emma. Then August Booth (Eion Bailey) showed up and showed him something mysterious in a box, and suddenly Neal was all "oh yeah, magic, destinies, the whole shebang. Sure. I'll buy that and bounce, abandoning the woman I love."
While on the surface it would seem Neal was just a normal guy who had his mind really opened by whatever was in the box, we have a hard time buying that. Unless the box contained something that literally implanted thoughts in his brain — not out of the question, we suppose — it seems unlikely that one glance would be enough to convince him that not only does magic exist, but everything else August said was true.
If Neal was a normal guy who August showed something magical to, we'd expect a reaction along the lines of "Whoa, what the heck? What's going on? OH MY GOD MY WORLDVIEW IS SHATTERED." Instead, we saw a clam, resigned acceptance.
On top of that, before August showed Neal the box, he asked it if Neal believed in magic. Neal didn't answer one way or the other, saying instead "I take it you do." Why dodge the question?
This leads us to think Neal actually does have a connection to the Fairytale World, or at least oneof the magical worlds. Maybe he's Rumplestiltskin's (Robert Carlyle) missing son, Baelfire, or maybe he's someone else. Either way, his relatively unphased reaction to August would make more sense. If he is from a magical world, August would just have to show him something proving August is from Fairytale Land, and therefore probably knows what he's talking about.