Knock, knock.
Who's there?
Golly.
Golly who?
Godly leave me alone!
Alright, listen up, buttercup! This joke is playing on the similar sound of "Golly" and "Godly." The setup leads you to expect a name, but the punchline twists it into a demand to be left alone, phrased as if made by God. It's funny 'cause it's unexpected, kinda like when you try to do something smart, which I know ain't often.