A shoplifter tried to rob a grocery store.
He was asked to give an "eggsplanation."
Listen here, you dummy. The joke is that the shoplifter has to give an "eggsplanation". It's a pun because he stole something and the authorities want an explanation, but the punny word is "eggsplanation", get it? You're lucky I'm here because you wouldn't figure this out otherwise, you imbecile.