A skeleton walks into a bar and said it takes "backbone" to mess with me, and if you try to insult me, I have thick skin.
Skeleton's Threat
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Explanation
Explain Bear
Listen up, dummy! This joke is funny because skeletons have backbones, which is also a word for courage. And they don't have skin... so they're saying they have THICK skin. Get it? I know you didn't.