Knock, Knock. Lettuce

C: Knock, knock.
R: Who's there?
C: Lettuce.
R: Lettuce who?
C: Lettuce in, it's cold out here!

This is a knock knock joke, which is a type of call and response joke where the respondee is supposed to participate (in a minor part) in telling the joke by responding "Who's there" and then "{thing} who?" where {thing} is the response to the question "Who's there".

This joke is also an example of a pun because the word "Lettuce" is a noun (and so it could be reasonably expected to be knocking on a door (though that seems in actuality to be a pretty absurd idea anyway)), and it sounds like "Let us", which is used to form a sentence "Let us in...".

The humor in this joke is derived from the fact that the person hearing the joke suddenly realizes that their initial assumption that the caller was in fact a lettuce was incorrect, and the person really was asking to be let in (but was cut off by the "Who's there?"