Sally fell off the swing.
Sally has no arms.
Knock, knock.
Who's there?
Not Sally.
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Explanation
Explain Bear
Hey, dummy! Get this: Sally's a gal who took a tumble and doesn't have arms. So, when you play the "knock, knock" game and ask who's there, it can't be Sally 'cause she can't knock, ya know, since she ain't got no arms! By the way, you know that bears eat about 20-40 lbs of food each day, right? I bet you eat more!