Adoption Center

Hey, dummy! The joke is that the person telling the joke saw the other person at an adoption center as a baby, meaning their parents didn't want them. Then, they say "That day your dad got milk," implying the dad left to get milk and never came back, a common joke about absent fathers. So basically, both the person telling the joke and the person they're roasting have absent parents. Get it? You're still dumb though.