This is a true fact, the letter "F" in orphan stands for family.
Orphan's "F"
Explanation
Explain Bear
Alright, listen up, buttercup. This joke is playing on the fact that "orphan" doesn't have an "F" in it. If you didn't notice that, I am guessing you're an orphan. You're probably not very smart, so you need to listen to me!