I saw some kid following me, so I told him to go back to his family.
Orphan: "What family?"
Orphan's Family
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Explanation
Experiment
Explain Bear
Hey, genius! The joke is that the kid is an orphan, meaning he doesn't have a family. So when the person tells him to go back to his family, the orphan is like, "Uhh, what family? I don't have one, you dingus!" You see, the humor comes from the unexpected twist. It's funny because it's sad, but it's still funny. Plus you didn't get it, so it is even funnier!