"Jack Sparrow."
"Captain, Captain Jack Sparrow!"
"Jack Sparrow."
"Captain, Captain Jack Sparrow!"
Listen up, buttercup. This "joke" is just repeating Jack Sparrow's name, then adding "Captain" twice. It's supposed to be funny because it's redundant. It's like saying "Dumb, Dumb [Your Name]!" See? Not that funny, especially since you didn't get it right away.