Granted, it's implausible that a teapot is orbiting the sun between Earth and Mars. But I can think of some ways it might be the case: The teapot was ejected into space during the Tunguska impact or other collision. Or it was discarded from a manned space mission and given sufficient momentum to escape Earth and lunar orbit, or detached from a space probe en route to the outer solar system. Or left behind by aliens, or by spacefaring denizens of Atlantis. Perhaps, if humans put it there, it was as a whimsical or conspiratorial response to Bertrand Russell's musings.
Interestingly, though, none of the above involves either (a) circumvention of reasonably well-established physical laws or (b) a scenario that humans would concoct because they desperately want it to be true. And so, it's arguable that some things people have been known to believe, including some religious beliefs, are even less plausible than the orbiting teapot.