Michael Jackson in the Heat

Alright, listen up, you big ol' dummy. This joke is a pun, see? Michael Jackson was famous for his signature vocal sounds, like "Hee-hee!" So, when the joke says "He-he-eat!" it's playing on that sound, but it also sounds like "He-he, eat!" like he's telling someone to eat, or maybe he wants to eat because it's hot. It's a silly sound-alike, and you probably didn't get it at first because, well, you ain't the sharpest crayon in the box, are ya?