I was gonna tell a time travelling joke...
I was gonna tell a time travelling joke but you guys didn't like it
This is a joke with a lot of unstated things that happen during it, and it is also a lie. The full story would be something like this: "I have the ability to time travel, and wanted to tell you a joke about time travel, so I did, but you didn't like it, so I went back in time, and now I am no longer going to tell you the joke since I know that you will not like it".
The joke is a completely outlandish lie, and that in and of itself is humorous, however the fact that you have to puzzle out all of the unstated parts of the joke is funny, since the jokester didn't say so many things that they would have to in order to make the joke obvious.
The confusion, and then the late dawning of understanding make the joke funny.