What is red, white, and blue all over?
A dead cop.
Alright, listen up, buttercup. The joke is a play on words. You see, red, white, and blue are the colors of the American flag. But instead of something patriotic, the punchline is "a dead cop," implying the colors are from blood and maybe his uniform. It's dark humor because it's about death and violence, which you probably think is edgy because you are twelve.