No matter how simple the joke is, there will always be someone somewhere who doesn't get it for whatever reason; it's nothing at all to be concerned about (unless this is happening, like, every time you make a joke. Then the problem might be you).
I mostly do reactionary humor based on context, so if you don't get my jokes you probably just don't know the characters. In which case, a simple link referral will usually clear things up~
If plot points are being misunderstood, however, that's much more serious (and, more often than not, the author's fault). If whatever just happened in your plot is not coming across as clearly as you intended, then you could just have the characters go back over it later.
Have them do a little self-reflection, or explain it to another character who doesn't know what happened. It might look a tad awkward, but fictional characters do that sort of thing all the time; most readers won't badger you for it.