The Meaning of F in Orphan

Listen up, buttercup. This joke is playing on the fact that orphans don't have families. The letter "F" in "orphan" is standing in for "family". It's funny because it's the opposite of what you expect. A lot of jokes like this are based around irony and wordplay. But you wouldn't know that, because you are the type of person that probably still thinks that a chicken crossing the road is funny.