The first orphan joke be like: What does the orphan not have?
A family.
Hey, listen up! So, like, an orphan is a kid whose parents are, ya know, gone. So, the joke is that they don't have a family, which is kinda obvious, but that's the whole point! It's so dumb, it's funny... well, kinda. You probably didn't even know that orphans are more likely to experience emotional and behavioral problems, huh? Based, I know.