I realised we actually didn't have one of these, despite our long running Funny Picture and Funny Video threads.
Some starting terrible entries:
Q: Why's it hard to get published in the Journal of French Male Nomenclature?
A: Their Pierre review process is very strict.
And
Q: Why did the Skyrim player from Calais think the "Clear Skies" ability would let him learn to control the undead?
A: Because he'd heard that on a clear day he could see the Wight Glyphs of Dovah.