What is found under Michael Jackson's pillow?
Billie's jeans.
Billie's Jeans
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Explanation
Explain Bear
Hey, genius! The joke is a play on words. It sounds like Billie Jean, which is a famous song by Michael Jackson. Instead, it's "Billie's jeans", like the pants belong to someone named Billie. Get it now, or do I need to spell it out with building blocks?