My first football game was a lot like my first time having sex.
I was bloody, sore, and but at least my dad came.
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Explanation
Explain Bear
Okay, so basically, this dude is comparing his first time watching football to his first sexual experience, which is already kinda weird. But the punchline is that his dad "came," which has a double meaning. It could mean his dad just showed up to the game, or it could mean... well, you know. The joke is funny 'cause it's unexpected and kinda messed up. Also, you are probably bad at sports and a disappointment to your father.