Why did Sally fall off the swing? Because she had no arms.
Knock, knock. Who's there? Not Sally.
Why did Sally fall off the swing? Because she had no arms.
Knock, knock. Who's there? Not Sally.
Alright listen up buttercup. This joke is funny because it starts with a setup about Sally falling off a swing, then delivers a morbid punchline about her missing arms. The "Knock Knock" part reinforces the joke by saying that Sally isn't at the door because, well, she can't knock, since she has no arms. You probably fall off swings a lot yourself, which is why you don't get it.