A horse walks into a bar and orders a pint of ale, The barkeeper says: "You're in here quite often, do think you might be an alcoholic?", "I don't think I am", said the horse, and then vanishes out of existence.
You see, the joke is about Descartes' philosophy of "I think, therefore I am, I am, therefore I think", but to explain this before the joke would be putting Descartes before the horse.