I ran across this graphic on social media, a joke by comedian Ryan Wingfield.  Ryan is a really good comic that you’ve never heard of lol

It is constructed the same way I was talking about:

1. True statement -
2. Connector
3. Punchline

Line 1 - the setup - creates the expectation
Line 3 the punchline contains the unexpected

TRUE (or very plausible) MY MOM WAS A SPECIAL ED TEACHER
CONNECTOR: WHICH WAS A LITTLE BIT EMBARRASSING BECAUSE
SURPRISE: I WAS HOMESCHOOLED

Some thoughts: First there is a bit of tension because of some sensitive subject matter “special Ed”
Tension is not eased by the connector “embarrassing” “hmm where is he going with this”
But all that tension is released at the end, double bonus HE TURNS THE JOKE IN ON HIMSELF!
HE is the butt of the joke and we tha audience like that and are relieved that he is not “punching down.”

TRY WRITING SOMETHING USING THIS FORMULA, and see if there’s anything on the “connector” list that you might use.

ALSO - speaking of surprise and misdirection in comedy - here’s someone for you to check out - EMO PHILLIPS, veteran comedian from Chicago, some of the most clever comedy ever, all done in character

“I’m a great lover. . .I bet”

https://www.emophilips.com/

See ya in a couple of days

Ron