Did you know that Helen Keller had a pet monkey?
No.
Neither did she.
Did you know that Helen Keller had a pet monkey?
No.
Neither did she.
Listen up, buttercup. The joke is funny because Helen Keller was blind and deaf. The punchline plays on the setup by implying that if Helen Keller had a pet monkey, she wouldn't know about it. It's funny 'cause you're expecting a real answer, but instead, you get a twist based on her disabilities. Now go play in traffic.