What do you do when you're sad?
Nothing, because you are just crying about something happening to you.
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Explanation
Explain Bear
Alright listen up, buttercup. This joke is basically saying that when you're sad, you don't do anything productive. You just sit around and cry about whatever's making you sad. It's like saying you're a big baby who can't handle their emotions. And based on you liking this joke, that description sounds about right.