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Can anyone interpret the meaning of this quote:

One morning I shot an elephant in my pajamas. How he got into my pajamas I’ll never know.

This famous Groucho Marx joke has many explanations given on the Internet, but I still don't get it. Can someone explain it to me in simple terms?

PS: I've spent a long time googling the meaning of this sentence. No luck so far.

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    The first sentence could be read two ways: "One morning I was wearing my pajamas, and I shot an elephant." or "One morning, an elephant was wearing my pajamas, and I shot that elephant". The most natural interpretation is the first one. The second is quite fantastic, yet from the next sentence we learn that the author had exactly this interpretation in mind. This is quite unexpected. – CowperKettle Dec 30 '15 at 12:55
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    Possibly a duplicate of How to parse these crazy sentences. (Note: In case you wonder why I asked 7 questions in one, look at the date. ;-) – Damkerng T. Dec 30 '15 at 17:54
  • @CowperKettle, Is <elephant> supposed to share meaning with <python>? – Pacerier May 9 '17 at 1:23
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The joke hinges on the phrase

in my pajamas

In the first line is ambiguous, it can be read as

One morning, in my pajamas

meaning you are in your pajamas, or

an elephant in my pajamas

meaning the elephant is in your pajamas

Of course an elephant would never wear your pajamas, so the listener will naturally assume you are wearing the pajamas. However, the following line

How he got into my pajamas I'll never know.

Confirms the fact that the elephant was wearing the pajamas, which in itself is a funny visualisation, but on top of that to shoot an elephant wearing pajamas has never been heard of before.

The joke is based on misdirection, where the listener thinks one thing, and the teller says another

A similar joke is

When I was born, they threw away the mold.

Well, some of it grew back...

Being a play on the word mold, meaning either a form or a furry growth on dead things.

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    Many jokes hinge on this idea: make a statement that the audience will naturally and logically interpret one way, and then indicate that you meant the words in a different way, that is perfectly valid grammatically, but unlikely or unexpected. – Jay Dec 30 '15 at 14:22
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    Take my wife... please! – Peter Dec 30 '15 at 14:42
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    Put another (stiffer) way, all humor hinges on confusion of meta-levels. – stangdon Dec 30 '15 at 15:31
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    This explains it quite well, but it also helps to know who made this sentence famous: Groucho Marx. Groucho was a humorist and a master of puns, that is, making amusing statements because of the different ways words and phrases can be used. Another favorite of mine: Time flies like an arrow; fruit flies like a banana, which is a "double-pun" of sorts, playing of the dual meanings of both fly and like. At the risk of spawning a few dozen more ELL questions, I'll supply this link – now, enjoy the master of bending English! – J.R. Dec 30 '15 at 18:13
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    @peter I was thinking of quoting exactly that same joke, and then decided not to for the sake of brevity. Twisted minds think alike. – Jay Dec 31 '15 at 7:25

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