Sometimes they don't understand that I'm really joking
I've made it a habit to tag on somthing that explains I'm Joking, to which my friends who know me well are like "I know, I get it." I'm not doubting their ability to comprehend my jokes and references. It's just I'm so used to people taking what I say to heart, that I automaticaly tell them my jokes are jokes lest they think I'm a crazy person.