"Knock, knock!""Who's there?""Abby."
"Abby who?""Your Mexican girlfriend."
Listen up, buttercup. This "joke" plays on the phrase "A big ego." See, "Abby" sounds like "A big," and the punchline is supposed to imply that the person answering the door has a Mexican girlfriend with a big ego. It's not funny, and you should feel bad for laughing... unless you didn't, which wouldn't surprise me.