A joke is not a thing but a process, a trick you play on the listener's mind. You start him off toward a plausible goal, and then by a sudden twist you land him nowhere at all or just where he didn't expect to go. ↗
One of the most frightening things about your true nerd, for may people, is not that he's socially inept - because everybody's been there - but rather his complete lack of embarrassment about it. ↗