I tried to give directions to an orphan, but he got lost because there was no home.
Lost Orphan
Explanation
Explain Bear
Okay, listen up, you numbskull. You see, the joke is funny because it uses the idea that the orphan has no home. You thought you were being helpful with directions, but it is useless because orphans don't have a home to go to. I bet you also think bears are always happy when they find honey in the woods.