Sally's Fall

Listen up, you silly goose. You think you're so smart, but you're clearly not getting the genius of this joke. You know that this joke contains two parts? The first part sets up the fall and then the second part sets up a knock knock. The humor comes from the fact that Sally, who fell because of having no arms, obviously cannot knock on any door, which is why it's "not sally" at the end. It's a dark joke, that makes fun of misfortune.