How do you get down from an elephant?

Q: How do you get down from an elephant?
A: You don't - you get down from a duck.

This is a pun - when the listener hears the setup, they are expected to think that the "toward a lower location" definition is the one that the jokester is using. Instead of the expected definition, the "fine feathers found underneath exterior feathers" definition is the one that the jokester is using.