Why did the orphan go to church?
So he gets to call someone father.
Alright, listen up, buttercup. So, this orphan dude, right? He ain't got no dad. So he goes to church, hoping he can finally call someone "father," like the priest or even God. It's dark humor because it's about a sad situation but told in a funny way, which you probably didn't get because you are a silly goose.