Here for your perusal is my dissection of a Nerdy Joke.
The highest rated comment on this http://www.youtube.com/watch?v=43LW7a_NKMk Youtube video is possibly the most perfect example of The Nerdy Joke I have ever seen. It requires multi-faceted knowledge of epically detailed fantasy productions and their backgrounds on several levels.
One: You must be aware of both The Lord of the Rings and Game of Thrones.
Two: You must be aware that Sean Bean stars in both of these productions (playing Boromir of Gondor and Lord Eddard Stark respectively who, even accounting for the fact that they are played by the same man, bear each other a striking resemblance).
Three: You must have knowledge of The Lord of the Rings which is detailed enough for you to remember one of Bean's more shining moments; the line "One does not simply walk into Mordor", spoken in exceptionally gravelly tones, head in hands, at the Council of Elrond.
Four: You must have enough knowledge of the plot of Game of Thrones to know that in the land of Westeros, Winter is a pretty big deal. It's an especially big deal to Lord Eddard Stark, who seems to take delight in striding about the unforgiving wasteland that is Winterfell and intoning "Winter Is Coming" with more gravity than you'd find in an orchard on Jupiter.
Only if you comply with all four of these requirements are you enough of a geek to appreciate the full glory of this particular Nerdy Joke. A truly great Nerdy Joke should be so obviously and utterly brilliant (to those in the know) that it will have you giggling arrogantly to yourself first and then banging your head into the wall second because you know you should have thought of it first.