My Wife called me "Dad". Those were also her first words, so that might explain it.
I don't understand where the joke here comes from? Why would you say that about your wife?
I don't expect to explain my jokes. If you don't get it then I am sorry that you cannot grasp adult humor.
This kind of sexual joke may be funny if your Wife is in on it, but you should never say negative things about her behind her back. If she finds out you're going around telling random people she calls you "Dad" then she may be very hurt and upset with you.