I was on a boat in Egypt...

I was on a boat in Egypt, and I fell out into the river, and I was like "I can't believe this!"

This is a pun. This pun relies on the hearer recognizing that the statement was supposed to be a joke, knowing only one river in Egypt (the Nile), and then realizing that the feeling that the last sentence expressed sentiments of denial. There is a punch line (if the joke goes off completely flat):

"I was in (denial/the Nile)"

But that would be explaining a joke, which takes all of the humor out of it.