My father taught me a lesson of sex in a hypothetical way.
My stepmother gave me a lesson [on] how [it] is going inside?
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Explanation
Explain Bear
Listen up, dummy! The joke is about the different ways the father and stepmother are teaching about sex. The father uses a "hypothetical way" and the stepmother teaches how it is "going inside". It's funny because it's a contrast between theoretical knowledge and the actual act of sex.