A goldfish walks into a bar...
A goldfish walks into a bar, jumps up on a bar stool, and looks hard at the bartender, who asks the goldfish, "What can I get you?" The fish keeps looking at the guy and gasps: "Water."
This joke is another "walks into a bar" joke. The joke here is that even though people that go into bars usually order alcoholic beverages, goldfish need water to survive, so he orders a water. Why the goldfish was walking around without water is an unexplained question (and also how he can even walk as well).
I suppose that if we were willing to accept a walking and talking goldfish, it is sort of surprising to realize that it still needs water.