I just killed a family of five.
Now I’m an orphan.
The humor in this joke comes from a dark, twisted kind of logic. The person says they've killed their family, which would make them an orphan. It's funny because usually being an orphan means you lost your parents to something you couldn't control, not by your own action. So it's an unexpected and shocking use of the word.
Intellectual
worst joke ever, no sense in it