Many jokes, including most of the above, can be "got" by searching the web. It may be too late for laughing then, but at least in written communication you can pretend to be witty. (As we saw, the main fun/abuse is often not the joke itself but the fact that some people don't get it.)

Wikipedia even informs us that "Pink elephants exist in nature, as albino elephants can be pink", and that Jack London coined the phrase. I guess its success in Britain was influenced by Cockney "being elephant's" (... trunk, to rhyme with "drunk").

Another useful (albeit unreliable) source is Urban Dictionary.