When you see a deer, what do you say?
"Oh deer!"
Oh Deer
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Explanation
Experiment
Explain Bear
Okay, so here's the deal, genius. The joke is a pun. "Oh deer" sounds like "Oh dear." It's funny because it's unexpected and relies on the listener knowing that "deer" is also an animal. You probably thought the joke was about how much you enjoy looking at animals... which is something that only a huge nerd would say.