Q. Why can't orphans play baseball?
A. Because they don't know where home is.
Listen up, buttercup! This joke is funny because it uses the word "home" in two different ways. Orphans don't have a traditional "home" like a family house, and in baseball, "home" is the place you need to get to score. Get it? Of course, you don't, you are not the sharpest tool in the shed!