A Geman guy is driving into Italy, he pulls up at border patrol and the officer says "name?", he replies "Hans Klein", officer says "occupation?", Hans replies "No no, just visiting, I'll be gone in a couple of days."
One of the most important basis for being naturally funny is to be prepared, at any time, to make fun of ourselves. Many times I see people trying to be funny making fun of others until the moment someone makes fun of them.
If i'm in a bank and someone mentions "IRA", I'd say, "I didn't even know that your're Irish." Politically astute people will get it. We have a local rehabilitation facility called, "CORE". A guy told me that he worked there. I said" I didn't know that you were involved in the civil rights movement. " (Congress of Racial Equality). Many terms have multiple meanings.