This line always reminds me of one workplace where the boss would put up one of those talking fish or dogs or whatever every holiday season (remember when those things were everywhere, just like a rash?). Anyway, it not only told bad, stupid jokes that he came up with, it explained them. Because how many people are smart enough to understand a line like “What kind of a tree do dogs like? A DOG WOOD! Get it? Get it? A dog would like a dog wood!”

I’m surprised I made it through that holiday season without ripping the thing out one night and tossing it into a bonfire.

Cheese Sandwich: Now calm down, Pink Puff.

Pinkie: You’ve forgotten what I told you a long time ago, one of the painful truths of comedy: You always take shots from ponies who just don’t get the joke! (punches Cheese in the face)

DON’T TELL ME HOW TO JOKE PINKIE

In addition to what everyone else said, I’ve heard some comedians say that sometimes, jokes just won’t work. They don’t connect or whatever reason, no one laughs, and it’s a thing that happens regularly. The trick is to not worry about it. If 4 out of 5 jokes are stinkers but the the 5th joke is a real doozy, people will generally forgive and forget the comedian for the stinkers. :)
 
Also, if people don’t get a joke or seem put off, it’s best to move on the next joke. Getting super defensive about a joke is a good way to kill it, too!

…What do you mean by that?

A joke is like a frog, if you dissect it you kill it.

Twilight isn’t sure whether to dispute this or not.

Taduction: GET OVER HERE!!!!!!!!!!!

Truth.
 
@Dracorex
 
What @Prof.NightJack said

@Dracorex  
It’s really more that if you are the one telling the joke, you don’t explain it as it kills it for the ones that do.  
You can hint at the part they need to think over to get the joke, or someone else will have to explain so it doesn’t disrupt the joke.
 
But there are kinds of jokes that work with explaining them(for a one of a few reasons), but that makes it part of the joke as well.
 
But bottom line, if you have to explain it after telling it, there isn’t a joke.

But if I don’t understand the joke, I can’t find it funny. I’ve always found this logic weird.

Haha, I get it. Because Pinkie Pie likes making ponies laugh, so she would react negatively to any comedic faux pas.

 
That’s my pony. >:)