What's the difference between crazy people and regular people?
We don't live in their heads.
Listen up, buttercup. This "joke" is saying that the big difference between loonies and normal folks is that normal folks aren't trapped inside the heads of crazy people. It's a dumb way of saying normal people have their own thoughts and don't obsess over crazy people's thoughts. You probably think the Earth is flat and that birds aren't real, so I get why you didn't understand it.