Certain things are not funny in and of themselves. They only become funny when they're taken out of context and repeated to you by someone who did experience them firsthand. It's an odd phenomenon. So far, my list includes The Simpsons, UHF, Eddie Murphy on Saturday Night Live (not in Shrek, when he actually was funny), and David Letterman.
In passing, I think most people get pets so they can rationalize to themselves their habit of talking to themselves out loud. It's much easier to excuse asking questions of a cat than of a throw pillow.