A horse walks into a bar. The bartender asks the horse if it's an alcoholic considering all the bars he frequents, to which the horse replies "I think not!" POOF! The horse disappears.
This is the point in time when all the philosophy students in the audience begin to giggle, as they are familiar with the philosophical proposition of Cogito ergo sum, or I think, therefore, I am.
But to explain the concept beforehand would be putting Descartes before the horse.
It's hard to explain puns to kleptomaniacs because they always take things literally
The Blind Guy at the Bar
A blind man enters a bar, carefully, and finds his way to a barstool.
After ordering a drink, and sitting there for a while, the blind guy yells to the bartender, “Hey, you wanna hear a blonde joke?”
The bar immediately becomes very, very quiet.
In a husky, deep voice, the woman next to him says, “Before you tell that joke, you should know something. The bartender is blonde, the bouncer is blonde, and I’m a 6′ tall, 200 pound blonde with a black belt in karate. What’s more, the fella sitting next to me is blond, and he’s a weightlifter. The woman to your right is a blonde, and she’s a pro wrestler. Think about it seriously, mister. You still wanna tell that blonde joke?”
“Nah," says the blind guy, "not if I’m gonna have to explain it five times.”
A cowboy is walking down main street in nothing but his boots and hat... Shortly after he got into town, a sheriff stops him.
"Sir, why in the hell are you walkin down the street naked as a jaybird?"
"I can explain! See I met this girl named Sally. Well, I took her back to my place and she took her shirt off... So I took off mine. Then she took her pants off... And I took off mine. She whipped off her britches... And I slipped outta mine.
"After that she laid down and hollered, 'Go to town cowboy!'