Michael V said:

dv said:

Michael V said:

You may need to explain that. I have nfi.

So it is implied that the speaker has misunderstood what a shower caddy is, thinking that it is analogous to a caddy in golf who might advise the golfer what club to use. A simple play on words.

Who has ever misunderstood that?

Even I don’t!

Sometimes comedians invent situations that would be unlikely to occur in real life, for the sake of entertainment.