Was that a joke??

I was talking to my friend from Guadeloupe on Skype using the voice call feature. Most times we just speak English so she can improve  and also because when we first "met" I was not studying French.
The last two times though she encouraged me to try my French. She was telling me a story about her experience with some delicious Chinese food. The story's ending was to be a joke. Instead of the story having a climatic ending, it just fell flat. Why? I did not understand. I felt so bad. It takes alot of effort to tell a joke and at the end of she did not get the response she was looking for. She was laughing and when she realised I wasn't laughing she asked " Tu as compris?" Unfortunately I had to say "Non". The second attempt though was a successful one. I understood.
Moral of the post- It is risky telling a language learner a joke.